+470.4%
VRTX vs TCOM
+5.9%
+464.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +8.0% | +12.1% | -4.0% | +6.7% |
| 3M | +4.3% | -3.2% | +7.5% | +4.6% |
| 6M | +18.9% | -16.6% | +35.5% | +20.8% |
| YTD | +18.8% | -39.4% | +58.2% | +24.5% |
| 1Y | +24.0% | -41.5% | +65.5% | +30.4% |
| 3Y | +42.1% | +24.4% | +17.8% | +34.8% |
| 5Y | +187.6% | +41.6% | +146.0% | +158.9% |
| All | +470.4% | +5.9% | +464.6% | +418.5% |
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