-72.0%
TTD vs GSK
+14.9%
-86.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.2% | +3.6% |
| 7D | +3.7% | +4.9% | -1.3% | +4.4% |
| 30D | +10.4% | +9.9% | +0.6% | +12.3% |
| 3M | -31.6% | +0.2% | -31.8% | -31.9% |
| 6M | -45.1% | +2.3% | -47.4% | -44.8% |
| YTD | -65.1% | +7.1% | -72.2% | -66.2% |
| 1Y | -72.0% | +13.1% | -85.1% | -73.8% |
| All | -72.0% | +14.9% | -86.9% | -73.8% |
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