+84.7%
TFC vs VRTX
+519.5%
-434.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +9.2% | +8.0% | +1.2% | +7.5% |
| 3M | -2.9% | +11.0% | -14.0% | -5.1% |
| 6M | +3.5% | +28.2% | -24.7% | -1.8% |
| YTD | +5.4% | +21.5% | -16.1% | +0.7% |
| 1Y | +17.3% | +34.5% | -17.2% | +9.7% |
| 3Y | +96.7% | +49.5% | +47.2% | +76.0% |
| 5Y | -1.1% | +188.3% | -189.4% | -24.0% |
| 10Y | +84.7% | +493.1% | -408.4% | +37.7% |
| All | +84.7% | +519.5% | -434.8% | +37.7% |
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