+3.8%
TTWO vs INSM
-10.9%
+14.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +2.7% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | -13.4% | -4.0% | -9.4% | -13.3% |
| 3M | +3.1% | +38.5% | -35.4% | +2.6% |
| 6M | +3.8% | -11.5% | +15.3% | +3.7% |
| All | +3.8% | -10.9% | +14.7% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling