-23.4%
TSLL vs INSM
-11.6%
-11.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.9% |
| 7D | +1.9% | +6.5% | -4.6% | +1.9% |
| 30D | +17.8% | +27.5% | -9.8% | +18.2% |
| 3M | -37.0% | +20.4% | -57.4% | -36.8% |
| 6M | -37.7% | -15.7% | -21.9% | -38.5% |
| YTD | -51.4% | -27.4% | -23.9% | -52.9% |
| 1Y | -23.4% | -11.4% | -12.0% | -16.3% |
| All | -23.4% | -11.6% | -11.8% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling