+52.0%
TDG vs INSM
+392.8%
-340.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | -1.9% | +2.5% | -4.3% | -1.9% |
| 30D | -7.7% | -2.2% | -5.5% | -7.7% |
| 3M | -9.3% | +33.8% | -43.1% | -9.7% |
| 6M | -9.4% | -7.2% | -2.2% | -9.5% |
| YTD | -14.3% | -25.6% | +11.4% | -14.3% |
| 1Y | -11.8% | -11.2% | -0.6% | -11.9% |
| 3Y | +52.0% | +388.3% | -336.4% | +59.5% |
| All | +52.0% | +392.8% | -340.8% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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