+98.6%
TFC vs VRTX
+452.7%
-354.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.0% | -1.5% |
| 7D | +2.2% | -3.4% | +5.7% | +3.0% |
| 30D | -2.5% | +6.6% | -9.1% | -3.8% |
| 3M | +4.5% | +19.4% | -14.9% | +0.7% |
| 6M | +11.0% | +15.8% | -4.8% | +7.3% |
| YTD | +5.9% | +16.7% | -10.8% | +2.0% |
| 1Y | +14.6% | +33.8% | -19.2% | +7.1% |
| 3Y | +96.7% | +54.2% | +42.5% | +74.6% |
| 5Y | +15.6% | +176.4% | -160.8% | -10.7% |
| 10Y | +98.6% | +443.5% | -344.9% | +44.4% |
| All | +98.6% | +452.7% | -354.1% | +44.4% |
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