+345.7%
INSM vs TCOM
+2,569.4%
-2,223.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +3.9% |
| 7D | +1.7% | -10.2% | +11.9% | +4.1% |
| 30D | -4.4% | -16.8% | +12.4% | -0.4% |
| 3M | +30.0% | -16.7% | +46.7% | +34.8% |
| 6M | -10.0% | -27.1% | +17.1% | -3.9% |
| YTD | -26.0% | -45.5% | +19.5% | -16.2% |
| 1Y | -12.5% | -45.9% | +33.4% | -1.0% |
| 3Y | +390.5% | +9.8% | +380.7% | +345.9% |
| 5Y | +357.7% | +23.8% | +333.9% | +281.2% |
| 10Y | +877.2% | -10.8% | +888.0% | +740.4% |
| All | +345.7% | +2,569.4% | -2,223.7% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling