-52.1%
TSLL vs VRTX
+87.2%
-139.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.6% |
| 7D | -14.3% | -0.4% | -13.9% | -14.1% |
| 30D | -6.2% | +8.0% | -14.2% | -9.5% |
| 3M | +21.2% | +11.0% | +10.1% | +15.4% |
| 6M | -36.6% | +28.2% | -64.7% | -43.8% |
| YTD | -47.8% | +21.5% | -69.3% | -53.0% |
| 1Y | -45.2% | +34.5% | -79.8% | -53.0% |
| 3Y | -3.3% | +49.5% | -52.7% | -21.2% |
| All | -52.1% | +87.2% | -139.3% | -65.5% |
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