-11.4%
INSM vs TD
+64.8%
-76.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | +27.5% | +0.4% | +27.1% | +27.3% |
| 3M | +20.4% | +7.6% | +12.7% | +17.0% |
| 6M | -15.7% | +25.0% | -40.7% | -22.6% |
| YTD | -27.4% | +31.0% | -58.4% | -32.5% |
| 1Y | -11.4% | +65.2% | -76.6% | -14.1% |
| All | -11.4% | +64.8% | -76.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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