+921.5%
TT vs INSM
+880.2%
+41.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | +1.4% | +1.7% | -0.3% | +1.3% |
| 30D | -6.7% | -4.4% | -2.2% | -6.5% |
| 3M | -5.4% | +30.0% | -35.5% | -7.2% |
| 6M | +4.4% | -10.0% | +14.4% | +4.3% |
| YTD | +14.9% | -26.0% | +40.9% | +16.0% |
| 1Y | +9.3% | -12.5% | +21.8% | +9.1% |
| 3Y | +121.7% | +390.5% | -268.7% | +96.1% |
| 5Y | +148.2% | +357.7% | -209.6% | +116.6% |
| All | +921.5% | +880.2% | +41.3% | +724.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling