+30.2%
VRTX vs TSLQ
-17.8%
+48.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.4% | -3.0% | +3.7% |
| 7D | +3.7% | +9.8% | -6.2% | +4.0% |
| 30D | +9.0% | -6.0% | +15.1% | +8.8% |
| 3M | +14.7% | -35.0% | +49.7% | +13.2% |
| 6M | +27.7% | -24.9% | +52.7% | +27.0% |
| YTD | +21.1% | -12.7% | +33.8% | +21.8% |
| 1Y | +30.2% | -21.0% | +51.2% | +30.6% |
| All | +30.2% | -17.8% | +48.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling