+470.4%
VRTX vs TMF
-82.1%
+552.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.8% |
| 7D | -1.6% | -9.3% | +7.7% | -1.7% |
| 30D | +8.0% | +1.9% | +6.1% | +8.1% |
| 3M | +4.3% | -11.2% | +15.5% | +4.0% |
| 6M | +18.9% | -17.7% | +36.6% | +18.4% |
| YTD | +18.8% | -24.5% | +43.3% | +18.1% |
| 1Y | +24.0% | -29.4% | +53.4% | +22.9% |
| 3Y | +42.1% | -33.4% | +75.6% | +41.8% |
| 5Y | +187.6% | -88.7% | +276.3% | +148.5% |
| All | +470.4% | -82.1% | +552.5% | +415.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling