-24.3%
INSM vs TD
+2,594.6%
-2,618.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | -4.7% | -0.7% | -4.1% | -4.5% |
| 3M | +32.6% | +6.3% | +26.4% | +28.4% |
| 6M | -10.9% | +27.9% | -38.8% | -21.0% |
| YTD | -28.2% | +29.8% | -58.1% | -36.9% |
| 1Y | -14.9% | +63.7% | -78.5% | -33.2% |
| 3Y | +375.6% | +128.3% | +247.3% | +212.3% |
| 5Y | +349.1% | +125.5% | +223.6% | +194.6% |
| 10Y | +796.6% | +296.7% | +499.9% | +358.3% |
| All | -24.3% | +2,594.6% | -2,618.9% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling