-72.2%
TTD vs GSK
+31.2%
-103.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.4% | -4.7% |
| 7D | +6.3% | -1.8% | +8.2% | +5.9% |
| 30D | -23.9% | -2.2% | -21.7% | -24.1% |
| 3M | -31.4% | -1.8% | -29.6% | -31.5% |
| 6M | -42.7% | -10.6% | -32.1% | -43.7% |
| YTD | -62.0% | +4.4% | -66.4% | -63.0% |
| 1Y | -72.2% | +30.4% | -102.6% | -73.6% |
| All | -72.2% | +31.2% | -103.4% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling