-39.8%
INSM vs TXT
+9.2%
-49.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +5.8% |
| 7D | +13.4% | +10.6% | +2.8% | +9.3% |
| 30D | +5.9% | +14.4% | -8.4% | +1.4% |
| 3M | +11.4% | -2.7% | +14.1% | +9.9% |
| 6M | -21.4% | -4.7% | -16.8% | -21.9% |
| YTD | -36.8% | -0.5% | -36.3% | -36.0% |
| 1Y | -39.8% | +8.7% | -48.6% | -39.8% |
| All | -39.8% | +9.2% | -49.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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