-52.1%
TSLL vs INSM
+322.5%
-374.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.5% | +9.4% | +10.7% |
| 7D | -14.3% | +6.2% | -20.5% | -14.9% |
| 30D | -6.2% | +15.4% | -21.6% | -7.8% |
| 3M | +21.2% | -11.4% | +32.6% | +22.6% |
| 6M | -36.6% | +14.6% | -51.1% | -38.1% |
| YTD | -47.8% | -33.3% | -14.5% | -46.2% |
| 1Y | -45.2% | -38.8% | -6.4% | -43.1% |
| 3Y | -3.3% | +395.7% | -399.0% | -19.6% |
| All | -52.1% | +322.5% | -374.6% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling