-11.4%
INSM vs TSN
-5.8%
-5.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +6.5% | -6.3% | +12.9% | +8.4% |
| 30D | +27.5% | -10.8% | +38.3% | +31.8% |
| 3M | +20.4% | -8.8% | +29.1% | +22.9% |
| 6M | -15.7% | -16.8% | +1.1% | -10.9% |
| YTD | -27.4% | -10.0% | -17.4% | -25.0% |
| 1Y | -11.4% | -5.3% | -6.1% | -11.3% |
| All | -11.4% | -5.8% | -5.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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