+722.3%
VEEV vs TMF
-68.9%
+791.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.4% |
| 7D | +0.8% | -1.1% | +1.8% | +0.7% |
| 30D | +3.2% | +11.8% | -8.6% | +3.5% |
| 3M | +30.2% | -4.0% | +34.2% | +30.1% |
| 6M | +83.7% | -16.5% | +100.2% | +82.8% |
| YTD | +36.9% | -19.9% | +56.8% | +36.1% |
| 1Y | +3.3% | -25.6% | +28.9% | +2.5% |
| 3Y | +85.1% | -29.9% | +115.0% | +84.4% |
| 5Y | -2.6% | -88.2% | +85.6% | -17.7% |
| 10Y | +676.7% | -81.7% | +758.4% | +656.1% |
| All | +722.3% | -68.9% | +791.2% | +763.2% |
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 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