-10.5%
TEM vs INSM
-40.6%
+30.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.3% | -8.1% | -3.7% |
| 7D | -1.3% | +13.4% | -14.7% | -3.7% |
| 30D | -9.5% | +5.9% | -15.4% | -10.7% |
| 3M | +60.7% | +11.4% | +49.3% | +54.6% |
| 6M | +35.5% | -21.4% | +56.9% | +43.9% |
| YTD | +28.0% | -36.8% | +64.8% | +43.5% |
| 1Y | -10.5% | -39.8% | +29.3% | -4.4% |
| All | -10.5% | -40.6% | +30.1% | -4.4% |
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 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