+425.8%
VRTX vs TCOM
-10.5%
+436.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -7.8% | -6.5% | -1.3% | -7.1% |
| 30D | -2.8% | -16.2% | +13.4% | -1.0% |
| 3M | +18.1% | -19.3% | +37.4% | +20.6% |
| 6M | +3.1% | -27.2% | +30.3% | +6.3% |
| YTD | +13.5% | -46.2% | +59.7% | +20.5% |
| 1Y | +32.4% | -46.6% | +79.1% | +40.6% |
| 3Y | +50.0% | +8.4% | +41.6% | +44.4% |
| 5Y | +172.9% | +25.8% | +147.1% | +148.4% |
| All | +425.8% | -10.5% | +436.4% | +389.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling