+365.8%
TTD vs VRTX
+475.0%
-109.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.3% | -1.4% |
| 7D | +1.7% | -3.4% | +5.2% | +3.4% |
| 30D | +1.6% | +6.6% | -5.0% | -1.6% |
| 3M | -27.8% | +19.4% | -47.2% | -34.1% |
| 6M | -52.1% | +15.8% | -67.9% | -56.0% |
| YTD | -63.1% | +16.7% | -79.7% | -66.5% |
| 1Y | -73.1% | +33.8% | -106.9% | -77.3% |
| 3Y | -83.3% | +54.2% | -137.5% | -87.8% |
| 5Y | -80.6% | +176.4% | -257.0% | -90.1% |
| All | +365.8% | +475.0% | -109.2% | +85.7% |
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 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