+379.4%
TTD vs VRTX
+493.7%
-114.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.4% |
| 7D | +6.3% | +0.8% | +5.5% | +6.0% |
| 30D | -23.9% | +12.6% | -36.5% | -28.4% |
| 3M | -31.4% | +23.6% | -55.0% | -38.4% |
| 6M | -42.7% | +14.3% | -56.9% | -47.1% |
| YTD | -62.0% | +20.5% | -82.4% | -66.0% |
| 1Y | -72.2% | +37.6% | -109.8% | -76.8% |
| 3Y | -81.9% | +55.5% | -137.5% | -86.9% |
| 5Y | -81.5% | +175.7% | -257.3% | -90.5% |
| All | +379.4% | +493.7% | -114.3% | +88.3% |
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