-11.4%
INSM vs TW
-15.9%
+4.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.2% |
| 7D | +6.5% | -2.3% | +8.9% | +6.3% |
| 30D | +27.5% | +3.9% | +23.6% | +28.0% |
| 3M | +20.4% | +5.7% | +14.7% | +21.4% |
| 6M | -15.7% | -14.5% | -1.2% | -16.0% |
| YTD | -27.4% | -0.9% | -26.6% | -27.1% |
| 1Y | -11.4% | -13.5% | +2.1% | -11.9% |
| All | -11.4% | -15.9% | +4.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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