-22.9%
INSM vs TKO
+2,592.0%
-2,614.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -4.0% | -2.6% | -1.4% | -3.5% |
| 3M | +38.5% | -7.8% | +46.3% | +40.7% |
| 6M | -11.5% | -7.0% | -4.5% | -10.3% |
| YTD | -26.9% | -8.5% | -18.3% | -25.8% |
| 1Y | -12.8% | -1.3% | -11.5% | -13.2% |
| 3Y | +384.7% | +105.0% | +279.7% | +297.4% |
| 5Y | +368.8% | +292.9% | +75.9% | +221.9% |
| 10Y | +865.7% | +979.3% | -113.6% | +399.7% |
| All | -22.9% | +2,592.0% | -2,614.9% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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