-24.3%
INSM vs TSN
+723.8%
-748.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.4% |
| 7D | +2.8% | -5.0% | +7.8% | +3.6% |
| 30D | -4.7% | -9.1% | +4.3% | -3.3% |
| 3M | +32.6% | -7.4% | +40.0% | +34.1% |
| 6M | -10.9% | -13.4% | +2.5% | -8.9% |
| YTD | -28.2% | -8.5% | -19.8% | -27.4% |
| 1Y | -14.9% | -3.2% | -11.7% | -14.7% |
| 3Y | +375.6% | +11.5% | +364.1% | +359.8% |
| 5Y | +349.1% | -19.5% | +368.6% | +357.6% |
| 10Y | +796.6% | -9.1% | +805.7% | +775.4% |
| All | -24.3% | +723.8% | -748.1% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling