+177.1%
VRTX vs TRGP
+639.4%
-462.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -6.4% | -0.7% | -5.7% | -6.3% |
| 30D | -0.5% | +9.5% | -10.0% | -1.5% |
| 3M | +16.9% | +10.8% | +6.1% | +15.4% |
| 6M | +13.1% | +25.3% | -12.3% | +9.8% |
| YTD | +14.9% | +60.3% | -45.3% | +8.4% |
| 1Y | +31.4% | +84.6% | -53.1% | +21.5% |
| 3Y | +51.9% | +264.4% | -212.4% | +25.2% |
| 5Y | +177.1% | +636.6% | -459.5% | +118.6% |
| All | +177.1% | +639.4% | -462.4% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling