+139.2%
TT vs INSM
+282.8%
-143.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +3.5% | +9.8% | -6.3% | +3.1% |
| 30D | -11.0% | +22.5% | -33.6% | -11.8% |
| 3M | -12.0% | -8.9% | -3.1% | -11.7% |
| 6M | -10.4% | +16.2% | -26.7% | -11.4% |
| YTD | +9.9% | -30.6% | +40.5% | +11.0% |
| 1Y | +1.5% | -37.7% | +39.1% | +2.8% |
| 3Y | +93.7% | +408.4% | -314.7% | +80.6% |
| 5Y | +139.2% | +279.6% | -140.4% | +119.1% |
| All | +139.2% | +282.8% | -143.6% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling