+148.6%
TE vs INSM
-11.6%
+160.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.0% | +6.5% | -10.5% | -4.6% |
| 30D | -15.9% | +27.5% | -43.4% | -18.9% |
| 3M | -60.5% | +20.4% | -80.9% | -61.5% |
| 6M | -35.2% | -15.7% | -19.5% | -35.6% |
| YTD | -31.1% | -27.4% | -3.7% | -30.4% |
| 1Y | +148.6% | -11.4% | +160.0% | +147.6% |
| All | +148.6% | -11.6% | +160.2% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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