-80.9%
TTD vs GSK
+47.3%
-128.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.6% | -3.6% | -1.0% | -4.6% |
| 30D | +3.7% | -5.9% | +9.6% | +3.7% |
| 3M | -30.2% | -4.3% | -26.0% | -30.2% |
| 6M | -51.4% | -10.8% | -40.6% | -51.3% |
| YTD | -63.4% | +1.8% | -65.2% | -63.8% |
| 1Y | -73.5% | +23.5% | -97.0% | -74.2% |
| 3Y | -83.5% | +49.5% | -133.0% | -84.4% |
| 5Y | -80.9% | +49.7% | -130.6% | -83.4% |
| All | -80.9% | +47.3% | -128.2% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling