-17.2%
TTWO vs INSM
-40.6%
+23.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.3% | +1.8% | +7.1% |
| 7D | +7.0% | +13.4% | -6.5% | +7.0% |
| 30D | +2.7% | +5.9% | -3.3% | +2.6% |
| 3M | -13.0% | +11.4% | -24.4% | -13.2% |
| 6M | -7.2% | -21.4% | +14.2% | -6.8% |
| YTD | -18.4% | -36.8% | +18.4% | -18.8% |
| 1Y | -17.2% | -39.8% | +22.6% | -20.0% |
| All | -17.2% | -40.6% | +23.4% | -20.0% |
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 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