-80.9%
TTD vs INSM
+358.0%
-439.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.4% |
| 7D | -4.6% | +1.7% | -6.3% | -4.8% |
| 30D | +3.7% | -4.4% | +8.1% | +4.1% |
| 3M | -30.2% | +30.0% | -60.3% | -33.4% |
| 6M | -51.4% | -10.0% | -41.4% | -51.6% |
| YTD | -63.4% | -26.0% | -37.4% | -62.6% |
| 1Y | -73.5% | -12.5% | -61.0% | -73.9% |
| 3Y | -83.5% | +390.5% | -473.9% | -88.4% |
| All | -80.9% | +358.0% | -439.0% | -88.3% |
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