+44.4%
VRTX vs TMF
-28.1%
+72.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -0.4% | -3.4% | +3.0% | +0.1% |
| 30D | +7.9% | +11.5% | -3.6% | +6.2% |
| 3M | +3.3% | -4.5% | +7.8% | +3.9% |
| 6M | +25.7% | -15.0% | +40.7% | +28.4% |
| YTD | +20.7% | -19.9% | +40.5% | +24.1% |
| 1Y | +27.4% | -26.6% | +54.0% | +32.5% |
| All | +44.4% | -28.1% | +72.5% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling