+29.7%
VRTX vs TDG
-11.6%
+41.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -5.6% | -1.9% | -3.7% | -5.3% |
| 30D | -2.0% | -7.7% | +5.7% | -0.6% |
| 3M | +15.8% | -9.3% | +25.1% | +17.9% |
| 6M | +4.7% | -9.4% | +14.1% | +6.0% |
| YTD | +13.7% | -14.3% | +27.9% | +15.4% |
| 1Y | +29.7% | -11.8% | +41.5% | +31.7% |
| All | +29.7% | -11.6% | +41.3% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling