+37.6%
VRTX vs TCOM
-42.5%
+80.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +0.8% | -9.5% | +10.3% | +1.9% |
| 30D | +12.6% | -10.7% | +23.4% | +14.0% |
| 3M | +23.6% | -14.6% | +38.3% | +25.7% |
| 6M | +14.3% | -19.3% | +33.6% | +16.9% |
| YTD | +20.5% | -42.9% | +63.4% | +28.7% |
| 1Y | +37.6% | -43.8% | +81.4% | +47.0% |
| All | +37.6% | -42.5% | +80.1% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling