+379.4%
TTD vs INSM
+748.2%
-368.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +6.3% | +6.5% | -0.2% | +5.3% |
| 30D | -23.9% | +27.5% | -51.4% | -27.9% |
| 3M | -31.4% | +20.4% | -51.8% | -34.5% |
| 6M | -42.7% | -15.7% | -26.9% | -42.7% |
| YTD | -62.0% | -27.4% | -34.6% | -61.1% |
| 1Y | -72.2% | -11.4% | -60.8% | -72.8% |
| 3Y | -81.9% | +457.8% | -539.8% | -88.9% |
| 5Y | -81.5% | +343.0% | -424.5% | -88.2% |
| All | +379.4% | +748.2% | -368.8% | +174.4% |
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