+367.9%
INSM vs TCOM
+29.4%
+338.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | +2.5% | -4.9% | +7.4% | +3.4% |
| 30D | -2.2% | -14.4% | +12.2% | +0.5% |
| 3M | +33.8% | -17.7% | +51.5% | +38.0% |
| 6M | -7.2% | -25.1% | +17.9% | -2.6% |
| YTD | -25.6% | -45.7% | +20.1% | -17.8% |
| 1Y | -11.2% | -47.9% | +36.6% | -1.3% |
| 3Y | +388.3% | +8.9% | +379.4% | +335.4% |
| All | +367.9% | +29.4% | +338.5% | +267.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling