-17.3%
TEM vs INSM
-11.6%
-5.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.9% | +6.5% | -5.6% | -0.3% |
| 30D | +38.4% | +27.5% | +10.8% | +30.9% |
| 3M | +23.7% | +20.4% | +3.3% | +19.0% |
| 6M | +26.0% | -15.7% | +41.7% | +31.8% |
| YTD | +9.4% | -27.4% | +36.9% | +18.5% |
| 1Y | -17.3% | -11.4% | -5.9% | -22.5% |
| All | -17.3% | -11.6% | -5.7% | -22.5% |
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