+367.9%
INSM vs TD
+125.7%
+242.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | -2.2% | -1.9% | -0.3% | -1.6% |
| 3M | +33.8% | +4.8% | +29.0% | +31.4% |
| 6M | -7.2% | +28.0% | -35.2% | -14.7% |
| YTD | -25.6% | +30.3% | -55.9% | -32.1% |
| 1Y | -11.2% | +59.8% | -71.0% | -24.4% |
| 3Y | +388.3% | +124.7% | +263.6% | +268.1% |
| All | +367.9% | +125.7% | +242.2% | +240.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling