-39.8%
INSM vs TLN
-17.6%
-22.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.5% | +13.9% | +6.0% |
| 7D | +13.4% | -6.0% | +19.5% | +13.9% |
| 30D | +5.9% | -1.5% | +7.5% | +5.5% |
| 3M | +11.4% | -3.9% | +15.3% | +10.8% |
| 6M | -21.4% | -15.0% | -6.4% | -21.2% |
| YTD | -36.8% | -12.8% | -24.0% | -37.6% |
| 1Y | -39.8% | -17.3% | -22.5% | -38.4% |
| All | -39.8% | -17.6% | -22.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling