-68.3%
TTD vs INSM
-11.6%
-56.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +1.0% | +2.8% |
| 7D | -0.6% | +2.5% | -3.1% | -0.4% |
| 30D | +6.3% | -2.2% | +8.5% | +6.1% |
| 3M | -24.1% | +33.8% | -57.9% | -21.2% |
| 6M | -47.4% | -7.2% | -40.3% | -46.5% |
| YTD | -62.2% | -25.6% | -36.6% | -61.9% |
| 1Y | -68.3% | -11.2% | -57.1% | -69.5% |
| All | -68.3% | -11.6% | -56.7% | -69.5% |
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