-73.5%
TTD vs GSK
+24.6%
-98.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.6% | -3.6% | -1.0% | -5.3% |
| 30D | +3.7% | -5.9% | +9.6% | +2.5% |
| 3M | -30.2% | -4.3% | -26.0% | -30.6% |
| 6M | -51.4% | -10.8% | -40.6% | -52.4% |
| YTD | -63.4% | +1.8% | -65.2% | -64.5% |
| 1Y | -73.5% | +23.5% | -97.0% | -74.7% |
| All | -73.5% | +24.6% | -98.1% | -74.7% |
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