-63.4%
TTD vs GSK
+8.8%
-72.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.3% |
| 7D | +21.3% | +0.2% | +21.0% | +21.2% |
| 30D | +28.7% | +5.4% | +23.3% | +29.9% |
| 3M | +7.7% | +0.9% | +6.8% | +7.6% |
| 6M | -23.5% | +0.7% | -24.2% | -23.2% |
| YTD | -58.7% | +5.6% | -64.3% | -59.4% |
| 1Y | -63.4% | +8.5% | -71.9% | -64.1% |
| All | -63.4% | +8.8% | -72.2% | -64.1% |
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