+829.0%
TTMI vs INSM
+375.8%
+453.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.2% |
| 7D | +0.7% | +2.5% | -1.8% | +0.5% |
| 30D | -8.4% | -2.2% | -6.3% | -8.3% |
| 3M | -32.5% | +33.8% | -66.3% | -34.3% |
| 6M | +32.5% | -7.2% | +39.6% | +32.0% |
| YTD | +83.2% | -25.6% | +108.9% | +85.4% |
| 1Y | +161.7% | -11.2% | +172.9% | +160.2% |
| 3Y | +890.1% | +388.3% | +501.8% | +771.1% |
| All | +829.0% | +375.8% | +453.3% | +667.8% |
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