-4.5%
TT vs INSM
-40.6%
+36.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -1.8% |
| 7D | -8.5% | +13.4% | -21.9% | -8.8% |
| 30D | -12.8% | +5.9% | -18.7% | -12.9% |
| 3M | -12.9% | +11.4% | -24.3% | -13.6% |
| 6M | -15.2% | -21.4% | +6.2% | -13.3% |
| YTD | +6.2% | -36.8% | +43.0% | +8.7% |
| 1Y | -4.5% | -39.8% | +35.3% | -2.4% |
| All | -4.5% | -40.6% | +36.1% | -2.4% |
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 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