-51.9%
TSLL vs INSM
+354.5%
-406.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.1% | +9.0% | +8.0% |
| 7D | +5.8% | +2.8% | +3.0% | +5.5% |
| 30D | +21.7% | -4.7% | +26.4% | +22.3% |
| 3M | -28.2% | +32.6% | -60.9% | -31.1% |
| 6M | -29.5% | -10.9% | -18.6% | -29.5% |
| YTD | -47.5% | -28.2% | -19.3% | -46.3% |
| 1Y | -20.8% | -14.9% | -5.9% | -21.3% |
| 3Y | -26.7% | +375.6% | -402.3% | -36.7% |
| All | -51.9% | +354.5% | -406.4% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling