+1,977.4%
INSM vs TRGP
+2,242.0%
-264.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -4.4% | +9.5% | -13.9% | -7.2% |
| 3M | +30.0% | +10.8% | +19.2% | +25.6% |
| 6M | -10.0% | +25.3% | -35.3% | -16.6% |
| YTD | -26.0% | +60.3% | -86.3% | -36.5% |
| 1Y | -12.5% | +84.6% | -97.1% | -28.5% |
| 3Y | +390.5% | +264.4% | +126.1% | +219.3% |
| 5Y | +357.7% | +636.6% | -278.9% | +137.3% |
| 10Y | +877.2% | +848.9% | +28.3% | +289.9% |
| All | +1,977.4% | +2,242.0% | -264.6% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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