+833.7%
INSM vs TDY
+479.2%
+354.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.0% |
| 7D | +2.5% | -1.1% | +3.6% | +3.1% |
| 30D | -2.2% | -12.0% | +9.9% | +5.2% |
| 3M | +33.8% | -3.2% | +37.0% | +35.7% |
| 6M | -7.2% | -7.9% | +0.7% | -2.7% |
| YTD | -25.6% | +18.2% | -43.9% | -33.1% |
| 1Y | -11.2% | +6.7% | -17.9% | -15.5% |
| 3Y | +388.3% | +47.5% | +340.8% | +269.6% |
| 5Y | +376.6% | +39.5% | +337.1% | +267.3% |
| All | +833.7% | +479.2% | +354.5% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling