+531.9%
VRTX vs TTMI
+267.1%
+264.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.2% |
| 7D | 0.0% | +22.6% | -22.6% | -4.1% |
| 30D | +11.8% | -34.3% | +46.1% | +18.1% |
| 3M | +3.2% | -44.8% | +48.0% | +11.5% |
| 6M | +21.0% | -53.3% | +74.3% | +31.6% |
| YTD | +19.7% | +10.6% | +9.1% | +5.1% |
| 1Y | +25.0% | +8.2% | +16.8% | +9.0% |
| 3Y | +45.2% | +435.7% | -390.5% | -14.9% |
| 5Y | +189.7% | +434.2% | -244.5% | +63.1% |
| 10Y | +489.8% | +426.4% | +63.4% | +215.3% |
| All | +531.9% | +267.1% | +264.8% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling