+640.3%
VEEV vs TSN
+134.2%
+506.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -0.6% | -6.3% | +5.7% | +0.3% |
| 30D | +28.8% | -10.8% | +39.7% | +30.7% |
| 3M | +54.0% | -8.8% | +62.8% | +55.8% |
| 6M | +46.0% | -16.8% | +62.8% | +49.0% |
| YTD | +23.2% | -10.0% | +33.2% | +24.3% |
| 1Y | +1.9% | -5.3% | +7.1% | +1.8% |
| 3Y | +27.0% | +8.5% | +18.5% | +23.2% |
| 5Y | -13.4% | -22.9% | +9.5% | -11.6% |
| 10Y | +575.2% | -12.6% | +587.9% | +547.5% |
| All | +640.3% | +134.2% | +506.1% | +696.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling