+27.9%
VRTX vs TT
-16.5%
+44.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +1.1% |
| 7D | -2.1% | -2.0% | -0.1% | -2.4% |
| 30D | +8.2% | -14.0% | +22.2% | +6.5% |
| 3M | +13.0% | -15.9% | +28.9% | +11.3% |
| 6M | +27.9% | -17.3% | +45.3% | +24.9% |
| All | +27.9% | -16.5% | +44.5% | +24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling