+4,390.4%
TT vs INSM
-21.1%
+4,411.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | 0.0% | +6.5% | -6.5% | -0.3% |
| 30D | -7.2% | +27.5% | -34.7% | -8.5% |
| 3M | -3.0% | +20.4% | -23.3% | -4.2% |
| 6M | +1.4% | -15.7% | +17.1% | +1.6% |
| YTD | +15.9% | -27.4% | +43.3% | +17.0% |
| 1Y | +9.4% | -11.4% | +20.8% | +9.2% |
| 3Y | +124.4% | +457.8% | -333.4% | +98.6% |
| 5Y | +138.0% | +343.0% | -205.0% | +111.0% |
| 10Y | +886.4% | +848.1% | +38.3% | +699.0% |
| All | +4,390.4% | -21.1% | +4,411.5% | +2,963.6% |
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 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