+75.7%
TFC vs VRTX
+483.3%
-407.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.4% |
| 7D | +2.3% | -1.6% | +3.8% | +2.6% |
| 30D | +10.8% | +8.0% | +2.8% | +9.1% |
| 3M | -3.8% | +4.3% | -8.1% | -4.7% |
| 6M | +9.6% | +18.9% | -9.3% | +5.5% |
| YTD | +5.8% | +18.8% | -13.0% | +1.5% |
| 1Y | +16.2% | +24.0% | -7.8% | +10.4% |
| 3Y | +96.0% | +42.1% | +53.8% | +77.2% |
| 5Y | +1.7% | +187.6% | -185.9% | -21.8% |
| All | +75.7% | +483.3% | -407.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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