+32.4%
VRTX vs TSLQ
-49.1%
+81.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -1.2% |
| 7D | -7.8% | +5.7% | -13.5% | -7.5% |
| 30D | -2.8% | -21.1% | +18.2% | -3.4% |
| 3M | +18.1% | -11.5% | +29.6% | +17.9% |
| 6M | +3.1% | -14.9% | +18.0% | +3.3% |
| YTD | +13.5% | +2.4% | +11.1% | +14.3% |
| 1Y | +32.4% | -49.8% | +82.2% | +34.7% |
| All | +32.4% | -49.1% | +81.5% | +34.7% |
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