-18.4%
TSLL vs VRTX
+44.2%
-62.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.8% | +8.3% |
| 7D | -21.2% | -2.1% | -19.1% | -20.5% |
| 30D | -13.3% | +8.2% | -21.5% | -16.3% |
| 3M | +15.4% | +13.0% | +2.4% | +9.5% |
| 6M | -34.2% | +27.9% | -62.2% | -41.3% |
| YTD | -52.9% | +20.7% | -73.6% | -57.2% |
| 1Y | -54.3% | +31.4% | -85.8% | -60.1% |
| 3Y | -18.4% | +41.8% | -60.2% | -25.5% |
| All | -18.4% | +44.2% | -62.6% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling