+33.8%
VRTX vs TT
+8.3%
+25.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | -3.4% | +1.6% | -5.0% | -3.6% |
| 30D | +6.6% | -7.3% | +13.9% | +7.5% |
| 3M | +19.4% | -2.6% | +22.0% | +19.1% |
| 6M | +15.8% | +5.9% | +9.9% | +13.9% |
| YTD | +16.7% | +15.4% | +1.3% | +15.0% |
| 1Y | +33.8% | +8.2% | +25.6% | +33.3% |
| All | +33.8% | +8.3% | +25.5% | +33.3% |
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