+20.2%
VEEV vs TMF
-42.4%
+62.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -5.2% | +1.0% | -6.1% | -5.3% |
| 30D | +14.9% | -1.8% | +16.8% | +15.2% |
| 3M | +58.4% | -8.2% | +66.6% | +59.9% |
| 6M | +35.5% | -19.5% | +55.0% | +39.0% |
| YTD | +18.6% | -16.0% | +34.6% | +21.0% |
| 1Y | -6.3% | -22.5% | +16.1% | -3.7% |
| 3Y | +20.2% | -42.3% | +62.5% | +21.0% |
| All | +20.2% | -42.4% | +62.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling