+396.0%
TTD vs VRTX
+498.8%
-102.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.7% | +14.8% | +15.2% |
| 7D | +19.0% | -0.4% | +19.4% | +19.1% |
| 30D | +23.6% | +8.0% | +15.6% | +19.1% |
| 3M | +8.2% | +11.0% | -2.9% | +2.6% |
| 6M | -35.3% | +28.2% | -63.5% | -43.2% |
| YTD | -60.7% | +21.5% | -82.2% | -65.1% |
| 1Y | -65.3% | +34.5% | -99.8% | -70.8% |
| 3Y | -80.6% | +49.5% | -130.0% | -85.6% |
| 5Y | -84.6% | +188.3% | -272.9% | -92.3% |
| 10Y | +550.5% | +493.1% | +57.4% | +149.8% |
| All | +396.0% | +498.8% | -102.8% | +93.6% |
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