+161.7%
TTMI vs INSM
-11.6%
+173.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.1% |
| 7D | +0.7% | +2.5% | -1.8% | +0.3% |
| 30D | -8.4% | -2.2% | -6.3% | -8.2% |
| 3M | -32.5% | +33.8% | -66.3% | -35.7% |
| 6M | +32.5% | -7.2% | +39.6% | +31.2% |
| YTD | +83.2% | -25.6% | +108.9% | +79.8% |
| 1Y | +161.7% | -11.2% | +172.9% | +150.1% |
| All | +161.7% | -11.6% | +173.3% | +150.1% |
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