-73.1%
TTD vs INSM
-40.5%
-32.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -3.3% |
| 7D | -1.9% | -2.5% | +0.6% | -2.2% |
| 30D | +7.5% | +3.4% | +4.1% | +7.6% |
| 3M | -32.4% | +9.8% | -42.3% | -31.2% |
| 6M | -47.9% | -22.0% | -25.9% | -48.7% |
| YTD | -66.3% | -37.5% | -28.7% | -67.5% |
| 1Y | -73.1% | -41.8% | -31.3% | -74.1% |
| All | -73.1% | -40.5% | -32.6% | -74.1% |
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 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