+3,292.8%
VRTX vs TD
+8,075.2%
-4,782.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +1.1% | -2.7% | -2.1% |
| 30D | +8.0% | +5.2% | +2.8% | +5.4% |
| 3M | +4.3% | +1.2% | +3.1% | +3.3% |
| 6M | +18.9% | +17.7% | +1.1% | +9.1% |
| YTD | +18.8% | +34.2% | -15.4% | +1.9% |
| 1Y | +24.0% | +55.4% | -31.5% | -1.1% |
| 3Y | +42.1% | +130.4% | -88.3% | -7.7% |
| 5Y | +187.6% | +101.8% | +85.8% | +95.0% |
| 10Y | +485.4% | +301.9% | +183.6% | +165.6% |
| All | +3,292.8% | +8,075.2% | -4,782.4% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling