+448.6%
INSM vs TSLQ
-97.2%
+545.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.0% |
| 7D | +0.5% | +5.7% | -5.2% | +0.9% |
| 30D | -4.0% | -21.1% | +17.1% | -5.1% |
| 3M | +38.5% | -11.5% | +50.0% | +38.7% |
| 6M | -11.5% | -14.9% | +3.4% | -11.0% |
| YTD | -26.9% | +2.4% | -29.3% | -25.3% |
| 1Y | -12.8% | -49.8% | +37.0% | -15.0% |
| 3Y | +384.7% | -95.8% | +480.5% | +341.7% |
| All | +448.6% | -97.2% | +545.8% | +454.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling