+412.3%
TTD vs VRTX
+495.6%
-83.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.5% |
| 7D | +19.9% | +3.2% | +16.7% | +18.3% |
| 30D | +27.6% | +7.4% | +20.2% | +23.3% |
| 3M | +15.2% | +4.6% | +10.6% | +12.4% |
| 6M | -33.2% | +27.5% | -60.7% | -41.2% |
| YTD | -59.4% | +20.9% | -80.2% | -63.8% |
| 1Y | -64.4% | +30.1% | -94.4% | -69.6% |
| 3Y | -75.9% | +46.6% | -122.5% | -81.9% |
| 5Y | -82.6% | +191.6% | -274.2% | -91.4% |
| 10Y | +558.1% | +474.5% | +83.6% | +154.8% |
| All | +412.3% | +495.6% | -83.3% | +100.4% |
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