+194.3%
VRTX vs TD
+104.8%
+89.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -0.4% | -3.1% | +2.7% | +0.5% |
| 30D | +7.9% | +6.7% | +1.2% | +6.0% |
| 3M | +3.3% | +3.1% | +0.2% | +2.2% |
| 6M | +25.7% | +17.6% | +8.1% | +19.6% |
| YTD | +20.7% | +34.8% | -14.1% | +10.0% |
| 1Y | +27.4% | +55.6% | -28.2% | +11.2% |
| 3Y | +46.4% | +133.1% | -86.7% | +12.4% |
| 5Y | +194.3% | +104.7% | +89.6% | +137.2% |
| All | +194.3% | +104.8% | +89.5% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling