+44.6%
VRTX vs TCOM
+28.1%
+16.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +3.2% | +6.5% | -3.3% | +2.8% |
| 30D | +7.4% | +13.3% | -5.9% | +6.6% |
| 3M | +4.6% | -6.5% | +11.0% | +4.9% |
| 6M | +27.5% | -16.3% | +43.8% | +28.6% |
| YTD | +20.9% | -38.7% | +59.6% | +23.9% |
| 1Y | +30.1% | -40.1% | +70.2% | +33.5% |
| All | +44.6% | +28.1% | +16.5% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling