-48.9%
TSLL vs INSM
-38.8%
-10.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.5% | +9.4% | +10.9% |
| 7D | -14.3% | +6.2% | -20.5% | -14.4% |
| 30D | -6.2% | +15.4% | -21.6% | -6.5% |
| 3M | +21.2% | -11.4% | +32.6% | +21.3% |
| 6M | -36.6% | +14.6% | -51.1% | -36.2% |
| YTD | -47.8% | -33.3% | -14.5% | -48.5% |
| All | -48.9% | -38.8% | -10.1% | -51.0% |
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