+48.2%
TTWO vs INSM
+392.8%
-344.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | +0.4% | +2.5% | -2.1% | +0.3% |
| 30D | -11.3% | -2.2% | -9.2% | -11.3% |
| 3M | +1.6% | +33.8% | -32.2% | +0.5% |
| 6M | +2.1% | -7.2% | +9.2% | +2.0% |
| YTD | -15.8% | -25.6% | +9.8% | -15.3% |
| 1Y | -12.6% | -11.2% | -1.4% | -12.7% |
| 3Y | +48.2% | +388.3% | -340.1% | +42.1% |
| All | +48.2% | +392.8% | -344.6% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling