+88.2%
VRTX vs TSLQ
-97.8%
+186.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.5% | -0.6% |
| 7D | -1.6% | -16.8% | +15.3% | -2.2% |
| 30D | +8.0% | -18.0% | +26.0% | +7.5% |
| 3M | +4.3% | -34.5% | +38.8% | +3.2% |
| 6M | +18.9% | -8.9% | +27.8% | +19.6% |
| YTD | +18.8% | -19.0% | +37.8% | +19.4% |
| 1Y | +24.0% | -38.2% | +62.2% | +23.6% |
| 3Y | +42.1% | -96.9% | +139.1% | +36.0% |
| All | +88.2% | -97.8% | +186.0% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling