+309.3%
TEL vs INSM
+884.9%
-575.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.4% |
| 7D | +1.6% | +2.5% | -0.9% | +1.4% |
| 30D | -0.7% | -2.2% | +1.5% | -0.5% |
| 3M | +2.4% | +33.8% | -31.4% | -0.5% |
| 6M | +4.1% | -7.2% | +11.3% | +3.7% |
| YTD | -5.8% | -25.6% | +19.8% | -4.6% |
| 1Y | +0.9% | -11.2% | +12.1% | +0.5% |
| 3Y | +72.6% | +388.3% | -315.7% | +43.4% |
| 5Y | +57.5% | +376.6% | -319.1% | +28.2% |
| All | +309.3% | +884.9% | -575.5% | +215.9% |
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