+470.4%
VRTX vs TTMI
+394.2%
+76.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.4% |
| 7D | -1.6% | +11.4% | -12.9% | -2.9% |
| 30D | +8.0% | -28.3% | +36.3% | +10.8% |
| 3M | +4.3% | -46.7% | +50.9% | +10.2% |
| 6M | +18.9% | -56.1% | +75.0% | +26.8% |
| YTD | +18.8% | +7.4% | +11.4% | +5.8% |
| 1Y | +24.0% | +17.4% | +6.6% | +7.6% |
| 3Y | +42.1% | +429.1% | -387.0% | -15.3% |
| 5Y | +187.6% | +418.8% | -231.2% | +63.7% |
| All | +470.4% | +394.2% | +76.2% | +199.7% |
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