-34.2%
TSLL vs INSM
-17.4%
-16.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.2% | +3.4% | +8.6% |
| 7D | -21.2% | +1.6% | -22.8% | -21.2% |
| 30D | -13.3% | +12.5% | -25.8% | -13.3% |
| 3M | +15.4% | -13.7% | +29.1% | +15.1% |
| 6M | -34.2% | -16.5% | -17.7% | -36.8% |
| All | -34.2% | -17.4% | -16.9% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling