+748.4%
TT vs INSM
+708.7%
+39.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | +8.1% | +8.6% | -0.5% | +7.6% |
| 30D | -11.3% | +22.0% | -33.3% | -12.3% |
| 3M | -11.2% | -10.7% | -0.4% | -10.8% |
| 6M | -8.9% | +1.8% | -10.7% | -9.5% |
| YTD | +9.7% | -32.2% | +41.9% | +11.1% |
| 1Y | +1.3% | -39.3% | +40.5% | +3.0% |
| 3Y | +93.4% | +397.1% | -303.8% | +70.8% |
| 5Y | +133.5% | +270.6% | -137.0% | +106.9% |
| All | +748.4% | +708.7% | +39.7% | +614.4% |
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 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