-55.4%
TSLL vs INSM
+359.6%
-415.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.8% |
| 7D | +1.9% | +6.5% | -4.6% | +1.2% |
| 30D | +17.8% | +27.5% | -9.8% | +13.8% |
| 3M | -37.0% | +20.4% | -57.4% | -38.7% |
| 6M | -37.7% | -15.7% | -21.9% | -37.3% |
| YTD | -51.4% | -27.4% | -23.9% | -50.3% |
| 1Y | -23.4% | -11.4% | -12.0% | -24.2% |
| 3Y | -30.8% | +457.8% | -488.6% | -44.3% |
| All | -55.4% | +359.6% | -415.0% | -57.4% |
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