+388.3%
INSM vs TCOM
+8.0%
+380.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.7% |
| 7D | +2.5% | -4.9% | +7.4% | +2.6% |
| 30D | -2.2% | -14.4% | +12.2% | -1.8% |
| 3M | +33.8% | -17.7% | +51.5% | +34.4% |
| 6M | -7.2% | -25.1% | +17.9% | -6.6% |
| YTD | -25.6% | -45.7% | +20.1% | -25.0% |
| 1Y | -11.2% | -47.9% | +36.6% | -10.4% |
| 3Y | +388.3% | +8.9% | +379.4% | +420.4% |
| All | +388.3% | +8.0% | +380.3% | +420.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling