-48.9%
TSLL vs INSM
+339.4%
-388.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.7% |
| 7D | +0.5% | +9.8% | -9.3% | -0.5% |
| 30D | +2.7% | +22.5% | -19.9% | +0.2% |
| 3M | +26.3% | -8.9% | +35.2% | +27.3% |
| 6M | -37.2% | +16.2% | -53.4% | -38.8% |
| YTD | -44.2% | -30.6% | -13.6% | -42.8% |
| 1Y | -44.0% | -37.7% | -6.3% | -41.9% |
| 3Y | 0.0% | +408.4% | -408.4% | -16.7% |
| All | -48.9% | +339.4% | -388.3% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling