+2.7%
INSM vs TLN
+0.2%
+2.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +2.9% |
| 7D | +5.9% | +11.0% | -5.1% | +4.8% |
| 30D | +23.9% | +4.9% | +19.0% | +22.9% |
| 3M | -4.1% | +4.9% | -9.0% | -5.3% |
| 6M | +2.7% | +7.1% | -4.4% | -5.1% |
| All | +2.7% | +0.2% | +2.5% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling