+172.9%
VRTX vs TDG
+125.9%
+47.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -7.8% | -2.7% | -5.1% | -7.1% |
| 30D | -2.8% | -9.3% | +6.4% | -0.2% |
| 3M | +18.1% | -7.1% | +25.1% | +20.3% |
| 6M | +3.1% | -11.2% | +14.2% | +6.1% |
| YTD | +13.5% | -15.3% | +28.8% | +17.9% |
| 1Y | +32.4% | -12.5% | +44.9% | +36.0% |
| 3Y | +50.0% | +51.2% | -1.2% | +37.6% |
| 5Y | +172.9% | +126.1% | +46.7% | +125.3% |
| All | +172.9% | +125.9% | +47.0% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling