-60.3%
TSLL vs VRTX
+84.3%
-144.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.2% | -20.7% | -21.4% |
| 7D | -28.9% | +0.5% | -29.3% | -29.1% |
| 30D | -21.4% | +8.0% | -29.4% | -24.3% |
| 3M | +5.0% | +11.9% | -6.9% | -0.4% |
| 6M | -36.6% | +27.8% | -64.4% | -43.8% |
| YTD | -56.6% | +19.7% | -76.3% | -60.7% |
| 1Y | -60.9% | +30.1% | -91.0% | -65.9% |
| 3Y | -25.2% | +44.2% | -69.4% | -38.0% |
| All | -60.3% | +84.3% | -144.6% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling