+456.3%
VRTX vs TTMI
+1,044.1%
-587.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -1.0% |
| 7D | -6.4% | +7.5% | -13.9% | -7.4% |
| 30D | -0.5% | -4.5% | +3.9% | -0.4% |
| 3M | +16.9% | -28.5% | +45.4% | +20.4% |
| 6M | +13.1% | +28.4% | -15.3% | +4.2% |
| YTD | +14.9% | +80.1% | -65.1% | -1.6% |
| 1Y | +31.4% | +161.0% | -129.6% | +3.1% |
| 3Y | +51.9% | +862.4% | -810.5% | -13.7% |
| 5Y | +177.1% | +812.9% | -635.9% | +52.0% |
| 10Y | +456.3% | +1,094.7% | -638.4% | +176.5% |
| All | +456.3% | +1,044.1% | -587.8% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling