+535.9%
VRTX vs TTMI
+504.4%
+31.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.8% | -11.0% | -3.9% |
| 7D | +0.8% | +5.9% | -5.0% | -0.5% |
| 30D | +12.6% | -4.3% | +16.9% | +12.7% |
| 3M | +23.6% | -32.0% | +55.7% | +29.8% |
| 6M | +14.3% | +19.5% | -5.2% | +4.4% |
| YTD | +20.5% | +82.0% | -61.6% | -0.8% |
| 1Y | +37.6% | +172.6% | -135.0% | +1.9% |
| 3Y | +55.5% | +744.7% | -689.1% | -14.1% |
| 5Y | +175.7% | +805.6% | -629.8% | +44.4% |
| 10Y | +474.2% | +1,057.6% | -583.4% | +168.2% |
| All | +535.9% | +504.4% | +31.6% | +103.7% |
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 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