+30.8%
VRTX vs TT
-2.5%
+33.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.6% |
| 7D | -0.4% | +1.7% | -2.2% | -0.5% |
| 30D | +8.0% | -11.8% | +19.8% | +8.6% |
| 3M | +11.0% | -12.6% | +23.6% | +11.9% |
| 6M | +28.2% | -9.4% | +37.5% | +28.0% |
| YTD | +21.5% | +8.8% | +12.7% | +20.5% |
| All | +30.8% | -2.5% | +33.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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