+30.2%
VRTX vs TMF
-23.9%
+54.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +1.0% | +2.8% |
| 7D | +3.7% | +4.0% | -0.3% | +2.7% |
| 30D | +9.0% | +19.5% | -10.4% | +4.6% |
| 3M | +14.7% | -3.5% | +18.2% | +15.5% |
| 6M | +27.7% | -10.6% | +38.3% | +30.6% |
| YTD | +21.1% | -17.1% | +38.2% | +25.8% |
| 1Y | +30.2% | -24.3% | +54.5% | +39.6% |
| All | +30.2% | -23.9% | +54.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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