+1,527.7%
VRTX vs TRGP
+2,299.4%
-771.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -1.6% | +12.4% | -13.9% | -3.1% |
| 30D | +8.0% | +2.6% | +5.4% | +7.5% |
| 3M | +4.3% | +11.9% | -7.6% | +2.4% |
| 6M | +18.9% | +13.9% | +5.0% | +16.1% |
| YTD | +18.8% | +64.2% | -45.4% | +10.0% |
| 1Y | +24.0% | +78.5% | -54.5% | +13.3% |
| 3Y | +42.1% | +272.9% | -230.8% | +15.3% |
| 5Y | +187.6% | +510.7% | -323.1% | +114.3% |
| 10Y | +485.4% | +821.0% | -335.5% | +269.7% |
| All | +1,527.7% | +2,299.4% | -771.7% | +481.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling