-11.4%
INSM vs TRI
-38.3%
+26.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.9% |
| 7D | +6.5% | -0.5% | +7.1% | +6.5% |
| 30D | +27.5% | +7.9% | +19.7% | +28.7% |
| 3M | +20.4% | +24.1% | -3.7% | +24.5% |
| 6M | -15.7% | +3.8% | -19.6% | -14.0% |
| YTD | -27.4% | -16.9% | -10.6% | -24.3% |
| 1Y | -11.4% | -38.4% | +27.0% | -7.3% |
| All | -11.4% | -38.3% | +26.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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