-11.5%
INSM vs TW
-18.7%
+7.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.3% |
| 7D | +0.5% | -2.7% | +3.2% | -0.1% |
| 30D | -4.0% | -1.7% | -2.3% | -4.3% |
| 3M | +38.5% | +1.6% | +36.9% | +38.4% |
| 6M | -11.5% | -17.7% | +6.2% | -15.6% |
| All | -11.5% | -18.7% | +7.2% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling