-11.4%
INSM vs TCOM
-42.5%
+31.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +6.5% | -9.5% | +16.1% | +7.0% |
| 30D | +27.5% | -10.7% | +38.3% | +28.2% |
| 3M | +20.4% | -14.6% | +35.0% | +21.2% |
| 6M | -15.7% | -19.3% | +3.6% | -14.8% |
| YTD | -27.4% | -42.9% | +15.5% | -26.8% |
| 1Y | -11.4% | -43.8% | +32.4% | -11.8% |
| All | -11.4% | -42.5% | +31.1% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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