-10.8%
TTWO vs INSM
-11.6%
+0.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -8.8% | +6.5% | -15.3% | -8.8% |
| 30D | -8.6% | +27.5% | -36.1% | -9.0% |
| 3M | -0.9% | +20.4% | -21.3% | -1.2% |
| 6M | -0.5% | -15.7% | +15.2% | +0.3% |
| YTD | -16.1% | -27.4% | +11.3% | -15.3% |
| 1Y | -10.8% | -11.4% | +0.6% | -14.7% |
| All | -10.8% | -11.6% | +0.8% | -14.7% |
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