+388.3%
INSM vs TD
+127.3%
+261.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | -2.2% | -1.9% | -0.3% | -2.1% |
| 3M | +33.8% | +4.8% | +29.0% | +33.4% |
| 6M | -7.2% | +28.0% | -35.2% | -8.1% |
| YTD | -25.6% | +30.3% | -55.9% | -26.3% |
| 1Y | -11.2% | +59.8% | -71.0% | -11.6% |
| 3Y | +388.3% | +124.7% | +263.6% | +429.9% |
| All | +388.3% | +127.3% | +261.0% | +429.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling