+471.3%
VRTX vs TMF
-87.2%
+558.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | +0.8% | -1.4% | +2.3% | +0.8% |
| 30D | +12.6% | -2.8% | +15.5% | +12.5% |
| 3M | +23.6% | -10.9% | +34.5% | +23.2% |
| 6M | +14.3% | -21.3% | +35.6% | +13.4% |
| YTD | +20.5% | -15.9% | +36.3% | +19.9% |
| 1Y | +37.6% | -15.7% | +53.3% | +37.0% |
| 3Y | +55.5% | -43.4% | +98.9% | +52.4% |
| 5Y | +175.7% | -87.8% | +263.5% | +135.4% |
| All | +471.3% | -87.2% | +558.5% | +401.6% |
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 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