+474.5%
VRTX vs TMF
-82.2%
+556.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.6% |
| 7D | +3.2% | -1.1% | +4.3% | +3.2% |
| 30D | +7.4% | +11.8% | -4.4% | +7.7% |
| 3M | +4.6% | -4.0% | +8.6% | +4.5% |
| 6M | +27.5% | -16.5% | +44.0% | +26.9% |
| YTD | +20.9% | -19.9% | +40.8% | +20.2% |
| 1Y | +30.1% | -25.6% | +55.6% | +29.1% |
| 3Y | +46.6% | -29.9% | +76.5% | +46.4% |
| 5Y | +191.6% | -88.2% | +279.8% | +151.8% |
| 10Y | +474.5% | -81.7% | +556.3% | +415.5% |
| All | +474.5% | -82.2% | +556.8% | +415.5% |
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