+1,247.2%
VRTX vs TDG
+13,063.4%
-11,816.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | +6.6% | -6.5% | +13.2% | +8.8% |
| 3M | +19.4% | -5.1% | +24.5% | +21.1% |
| 6M | +15.8% | -11.5% | +27.4% | +19.7% |
| YTD | +16.7% | -13.9% | +30.6% | +21.2% |
| 1Y | +33.8% | -11.5% | +45.3% | +37.5% |
| 3Y | +54.2% | +53.7% | +0.5% | +32.6% |
| 5Y | +176.4% | +135.5% | +40.9% | +102.8% |
| 10Y | +443.5% | +535.2% | -91.6% | +143.7% |
| All | +1,247.2% | +13,063.4% | -11,816.2% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling