+48.4%
VRTX vs TDG
+52.1%
-3.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -5.6% | -1.9% | -3.7% | -5.0% |
| 30D | -2.0% | -7.7% | +5.7% | +0.5% |
| 3M | +15.8% | -9.3% | +25.1% | +19.3% |
| 6M | +4.7% | -9.4% | +14.1% | +7.5% |
| YTD | +13.7% | -14.3% | +27.9% | +18.3% |
| 1Y | +29.7% | -11.8% | +41.5% | +33.1% |
| 3Y | +48.4% | +52.0% | -3.5% | +44.4% |
| All | +48.4% | +52.1% | -3.7% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling