+557.4%
VRTX vs TMF
-84.4%
+641.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.1% | +1.2% | -3.3% | -2.1% |
| 30D | +8.2% | +19.7% | -11.5% | +8.8% |
| 3M | +13.0% | -2.1% | +15.1% | +13.0% |
| 6M | +27.9% | -13.4% | +41.4% | +27.3% |
| YTD | +20.7% | -16.7% | +37.4% | +20.0% |
| 1Y | +31.4% | -23.3% | +54.8% | +30.3% |
| 3Y | +41.8% | -24.8% | +66.6% | +41.9% |
| 5Y | +183.7% | -88.0% | +271.7% | +139.4% |
| All | +557.4% | -84.4% | +641.8% | +436.8% |
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