+21.0%
VRTX vs TMF
-17.8%
+38.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.5% |
| 7D | 0.0% | -8.2% | +8.2% | +2.4% |
| 30D | +11.8% | +5.3% | +6.5% | +10.6% |
| 3M | +3.2% | -8.5% | +11.7% | +5.9% |
| 6M | +21.0% | -17.2% | +38.2% | +26.3% |
| All | +21.0% | -17.8% | +38.8% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling