+82.1%
VRTX vs TSLQ
-97.3%
+179.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -6.4% | -8.0% | +1.6% | -6.6% |
| 30D | -0.5% | -23.8% | +23.3% | -1.3% |
| 3M | +16.9% | -7.0% | +23.9% | +17.2% |
| 6M | +13.1% | -17.1% | +30.2% | +13.3% |
| YTD | +14.9% | +0.1% | +14.9% | +16.1% |
| 1Y | +31.4% | -51.2% | +82.6% | +30.2% |
| 3Y | +51.9% | -95.9% | +147.8% | +46.7% |
| All | +82.1% | -97.3% | +179.4% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling