+420.9%
TTD vs INSM
+713.7%
-292.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | +0.9% |
| 7D | +21.3% | +5.9% | +15.4% | +20.2% |
| 30D | +28.7% | +23.9% | +4.8% | +24.2% |
| 3M | +7.7% | -4.1% | +11.8% | +8.0% |
| 6M | -23.5% | +2.7% | -26.2% | -25.4% |
| YTD | -58.7% | -30.4% | -28.3% | -57.6% |
| 1Y | -63.4% | -36.6% | -26.9% | -62.0% |
| 3Y | -75.3% | +406.9% | -482.2% | -84.4% |
| 5Y | -84.4% | +280.3% | -364.7% | -89.7% |
| 10Y | +516.1% | +738.5% | -222.4% | +260.2% |
| All | +420.9% | +713.7% | -292.8% | +199.1% |
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 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