-39.8%
INSM vs TXG
+406.9%
-446.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +1.9% | +5.1% |
| 7D | +13.4% | -19.3% | +32.7% | +14.8% |
| 30D | +5.9% | -30.9% | +36.9% | +8.1% |
| 3M | +11.4% | +41.1% | -29.7% | +7.3% |
| 6M | -21.4% | +211.9% | -233.3% | -30.4% |
| YTD | -36.8% | +314.0% | -350.8% | -44.8% |
| 1Y | -39.8% | +405.4% | -445.2% | -48.2% |
| All | -39.8% | +406.9% | -446.7% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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