+12,057.6%
VRTX vs TT
+13,523.5%
-1,465.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.1% |
| 7D | -2.1% | -2.0% | -0.1% | -1.5% |
| 30D | +8.2% | -14.0% | +22.2% | +13.2% |
| 3M | +13.0% | -15.9% | +28.9% | +18.8% |
| 6M | +27.9% | -17.3% | +45.3% | +34.5% |
| YTD | +20.7% | +4.0% | +16.7% | +17.0% |
| 1Y | +31.4% | -7.1% | +38.6% | +32.1% |
| 3Y | +41.8% | +90.2% | -48.4% | +9.8% |
| 5Y | +183.7% | +131.1% | +52.6% | +100.8% |
| 10Y | +592.9% | +777.7% | -184.8% | +197.7% |
| All | +12,057.6% | +13,523.5% | -1,465.9% | +2,304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling