+27.4%
VRTX vs TMF
-26.6%
+54.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -0.4% | -3.4% | +3.0% | +0.5% |
| 30D | +7.9% | +11.5% | -3.6% | +5.3% |
| 3M | +3.3% | -4.5% | +7.8% | +4.3% |
| 6M | +25.7% | -15.0% | +40.7% | +30.1% |
| YTD | +20.7% | -19.9% | +40.5% | +26.3% |
| 1Y | +27.4% | -26.6% | +54.0% | +38.8% |
| All | +27.4% | -26.6% | +54.1% | +38.8% |
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 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