+30.1%
VRTX vs TMF
-25.6%
+55.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | +0.4% |
| 7D | +3.2% | -1.1% | +4.3% | +3.5% |
| 30D | +7.4% | +11.8% | -4.4% | +4.7% |
| 3M | +4.6% | -4.0% | +8.6% | +5.6% |
| 6M | +27.5% | -16.5% | +44.0% | +32.6% |
| YTD | +20.9% | -19.9% | +40.8% | +26.6% |
| 1Y | +30.1% | -25.6% | +55.6% | +40.9% |
| All | +30.1% | -25.6% | +55.6% | +40.9% |
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 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