+459.4%
TTMI vs INSM
-15.3%
+474.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.1% |
| 7D | +12.2% | +2.8% | +9.4% | +11.9% |
| 30D | -5.7% | -4.7% | -1.0% | -5.4% |
| 3M | -27.5% | +32.6% | -60.1% | -29.5% |
| 6M | +47.1% | -10.9% | +58.0% | +47.4% |
| YTD | +87.5% | -28.2% | +115.7% | +91.0% |
| 1Y | +175.2% | -14.9% | +190.1% | +175.4% |
| 3Y | +901.9% | +375.6% | +526.3% | +733.9% |
| 5Y | +843.5% | +349.1% | +494.4% | +675.6% |
| 10Y | +1,077.0% | +796.6% | +280.4% | +747.1% |
| All | +459.4% | -15.3% | +474.7% | +311.0% |
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