-39.8%
INSM vs TSLQ
-17.8%
-22.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.4% | -1.1% | +5.4% |
| 7D | +13.4% | +9.8% | +3.6% | +13.5% |
| 30D | +5.9% | -6.0% | +12.0% | +5.9% |
| 3M | +11.4% | -35.0% | +46.4% | +11.1% |
| 6M | -21.4% | -24.9% | +3.5% | -21.3% |
| YTD | -36.8% | -12.7% | -24.1% | -36.9% |
| 1Y | -39.8% | -21.0% | -18.8% | -40.6% |
| All | -39.8% | -17.8% | -22.0% | -40.6% |
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