+640.3%
VEEV vs TMF
-67.4%
+707.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.6% | -3.3% |
| 7D | -0.6% | -1.4% | +0.9% | -0.6% |
| 30D | +28.8% | -2.8% | +31.7% | +28.7% |
| 3M | +54.0% | -10.9% | +64.9% | +53.5% |
| 6M | +46.0% | -21.3% | +67.3% | +45.0% |
| YTD | +23.2% | -15.9% | +39.1% | +22.7% |
| 1Y | +1.9% | -15.7% | +17.6% | +1.4% |
| 3Y | +27.0% | -43.4% | +70.4% | +24.7% |
| 5Y | -13.4% | -87.8% | +74.4% | -26.7% |
| 10Y | +575.2% | -86.7% | +662.0% | +521.3% |
| All | +640.3% | -67.4% | +707.7% | +678.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling