+184.1%
VRTX vs TT
+140.2%
+44.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.3% |
| 3M | +23.6% | -3.0% | +26.6% | +23.9% |
| 6M | +14.3% | +1.4% | +12.9% | +13.2% |
| YTD | +20.5% | +15.9% | +4.6% | +15.8% |
| 1Y | +37.6% | +9.4% | +28.2% | +33.7% |
| 3Y | +55.5% | +124.4% | -68.8% | +25.1% |
| All | +184.1% | +140.2% | +44.0% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling