+543.1%
VEEV vs TSN
-4.9%
+548.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | -4.6% | +3.0% | -7.6% | -5.1% |
| 30D | +8.6% | -4.2% | +12.8% | +9.2% |
| 3M | +62.4% | -3.9% | +66.3% | +63.2% |
| 6M | +40.3% | -9.8% | +50.1% | +41.7% |
| YTD | +17.5% | -7.3% | +24.8% | +18.1% |
| 1Y | -6.1% | -2.2% | -3.9% | -6.8% |
| 3Y | +16.7% | +11.9% | +4.8% | +11.8% |
| 5Y | -13.3% | -16.9% | +3.6% | -12.3% |
| All | +543.1% | -4.9% | +548.1% | +499.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling