+446.7%
INSM vs TPG
+74.1%
+372.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +2.5% | -9.4% | +11.9% | +5.1% |
| 30D | -2.2% | -5.3% | +3.1% | -1.1% |
| 3M | +33.8% | +12.9% | +20.9% | +28.4% |
| 6M | -7.2% | +20.1% | -27.3% | -12.5% |
| YTD | -25.6% | -22.5% | -3.2% | -21.6% |
| 1Y | -11.2% | -19.7% | +8.4% | -7.8% |
| 3Y | +388.3% | +81.2% | +307.1% | +256.3% |
| All | +446.7% | +74.1% | +372.6% | +264.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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