+1,862.3%
VRTX vs TMF
-68.9%
+1,931.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | +0.8% | -1.4% | +2.3% | +0.7% |
| 30D | +12.6% | -2.8% | +15.5% | +12.4% |
| 3M | +23.6% | -10.9% | +34.5% | +22.4% |
| 6M | +14.3% | -21.3% | +35.6% | +11.9% |
| YTD | +20.5% | -15.9% | +36.3% | +18.7% |
| 1Y | +37.6% | -15.7% | +53.3% | +35.7% |
| 3Y | +55.5% | -43.4% | +98.9% | +48.9% |
| 5Y | +175.7% | -87.8% | +263.5% | +120.6% |
| 10Y | +474.2% | -86.7% | +560.9% | +397.0% |
| All | +1,862.3% | -68.9% | +1,931.2% | +2,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling