+527.9%
TTD vs GSK
+102.0%
+425.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.9% | +4.0% |
| 7D | +20.8% | -1.1% | +21.9% | +21.2% |
| 30D | +33.8% | +7.8% | +26.0% | +31.2% |
| 3M | +17.8% | +0.3% | +17.5% | +17.7% |
| 6M | -25.7% | +3.4% | -29.2% | -26.7% |
| YTD | -57.9% | +5.9% | -63.8% | -59.3% |
| 1Y | -63.8% | +8.2% | -72.1% | -65.4% |
| 3Y | -75.0% | +65.3% | -140.3% | -80.3% |
| 5Y | -82.5% | +43.3% | -125.8% | -85.6% |
| 10Y | +527.9% | +102.9% | +425.0% | +340.9% |
| All | +527.9% | +102.0% | +425.9% | +340.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling