+386.0%
INSM vs TLN
+483.9%
-97.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.4% |
| 7D | +1.7% | +5.8% | -4.1% | +1.0% |
| 30D | -4.4% | -6.9% | +2.4% | -3.7% |
| 3M | +30.0% | -10.9% | +40.9% | +31.1% |
| 6M | -10.0% | -4.6% | -5.4% | -9.9% |
| YTD | -26.0% | -14.7% | -11.3% | -25.4% |
| 1Y | -12.5% | -17.9% | +5.4% | -11.7% |
| All | +386.0% | +483.9% | -97.8% | +259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling