+56.8%
VRTX vs TT
+125.0%
-68.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.3% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +12.6% | -7.2% | +19.8% | +13.9% |
| 3M | +23.6% | -3.0% | +26.6% | +23.8% |
| 6M | +14.3% | +1.4% | +12.9% | +13.3% |
| YTD | +20.5% | +15.9% | +4.6% | +16.7% |
| 1Y | +37.6% | +9.4% | +28.2% | +34.5% |
| All | +56.8% | +125.0% | -68.2% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling