-13.8%
VEEV vs TMF
-87.6%
+73.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -5.2% | +1.0% | -6.1% | -5.2% |
| 30D | +14.9% | -1.8% | +16.8% | +15.1% |
| 3M | +58.4% | -8.2% | +66.6% | +59.6% |
| 6M | +35.5% | -19.5% | +55.0% | +38.3% |
| YTD | +18.6% | -16.0% | +34.6% | +20.5% |
| 1Y | -6.3% | -22.5% | +16.1% | -4.2% |
| 3Y | +20.2% | -42.3% | +62.5% | +24.0% |
| 5Y | -13.8% | -87.7% | +73.9% | -13.2% |
| All | -13.8% | -87.6% | +73.8% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling