+3,075.2%
TTWO vs INSM
-20.5%
+3,095.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +3.9% | +2.8% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | -13.4% | -4.0% | -9.4% | -13.2% |
| 3M | +3.1% | +38.5% | -35.4% | +0.8% |
| 6M | +3.8% | -11.5% | +15.3% | +3.7% |
| YTD | -15.3% | -26.9% | +11.6% | -14.5% |
| 1Y | -11.1% | -12.8% | +1.7% | -11.4% |
| 3Y | +52.0% | +384.7% | -332.7% | +33.0% |
| 5Y | +40.9% | +368.8% | -327.9% | +22.1% |
| 10Y | +407.6% | +865.7% | -458.1% | +299.1% |
| All | +3,075.2% | -20.5% | +3,095.7% | +2,114.9% |
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