-53.1%
TE vs INSM
+400.8%
-453.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | -5.9% | -2.2% | -3.7% | -5.8% |
| 3M | -45.6% | +33.8% | -79.4% | -48.1% |
| 6M | -43.4% | -7.2% | -36.2% | -43.8% |
| YTD | -31.0% | -25.6% | -5.3% | -29.5% |
| 1Y | +145.2% | -11.2% | +156.4% | +143.0% |
| 3Y | -24.1% | +388.3% | -412.4% | -41.7% |
| 5Y | -48.1% | +376.6% | -424.8% | -61.7% |
| All | -53.1% | +400.8% | -453.9% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling