-55.4%
TSLL vs VRTX
+85.6%
-141.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.7% | -10.9% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | +17.8% | +12.6% | +5.1% | +11.8% |
| 3M | -37.0% | +23.6% | -60.6% | -43.1% |
| 6M | -37.7% | +14.3% | -52.0% | -41.7% |
| YTD | -51.4% | +20.5% | -71.8% | -55.9% |
| 1Y | -23.4% | +37.6% | -60.9% | -34.8% |
| 3Y | -30.8% | +55.5% | -86.3% | -44.4% |
| All | -55.4% | +85.6% | -141.0% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling