+12,036.0%
VRTX vs TT
+15,088.1%
-3,052.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | +12.6% | -7.4% | +20.0% | +15.4% |
| 3M | +23.6% | -3.2% | +26.8% | +24.3% |
| 6M | +14.3% | +1.1% | +13.2% | +12.8% |
| YTD | +20.5% | +15.6% | +4.8% | +13.4% |
| 1Y | +37.6% | +9.2% | +28.4% | +31.7% |
| 3Y | +55.5% | +124.4% | -68.8% | +14.2% |
| 5Y | +175.7% | +138.0% | +37.7% | +94.3% |
| 10Y | +474.2% | +886.4% | -412.2% | +138.5% |
| All | +12,036.0% | +15,088.1% | -3,052.1% | +2,229.5% |
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