+41.8%
VRTX vs TMF
-25.3%
+67.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | +8.2% | +19.7% | -11.5% | +5.4% |
| 3M | +13.0% | -2.1% | +15.1% | +13.2% |
| 6M | +27.9% | -13.4% | +41.4% | +30.2% |
| YTD | +20.7% | -16.7% | +37.4% | +23.3% |
| 1Y | +31.4% | -23.3% | +54.8% | +35.7% |
| 3Y | +41.8% | -24.8% | +66.6% | +43.0% |
| All | +41.8% | -25.3% | +67.1% | +43.0% |
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