-11.4%
INSM vs TSLQ
-50.5%
+39.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.3% | -0.3% |
| 7D | +6.5% | -5.8% | +12.3% | +6.6% |
| 30D | +27.5% | -22.1% | +49.6% | +27.8% |
| 3M | +20.4% | +10.1% | +10.3% | +20.2% |
| 6M | -15.7% | -6.8% | -9.0% | -15.8% |
| YTD | -27.4% | +8.5% | -36.0% | -28.0% |
| 1Y | -11.4% | -49.7% | +38.3% | -11.8% |
| All | -11.4% | -50.5% | +39.1% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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