+41.8%
TGT vs INSM
+392.8%
-351.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -5.2% | +2.5% | -7.7% | -5.3% |
| 30D | +1.2% | -2.2% | +3.4% | +1.2% |
| 3M | +18.4% | +33.8% | -15.4% | +17.0% |
| 6M | +33.4% | -7.2% | +40.6% | +33.3% |
| YTD | +63.8% | -25.6% | +89.5% | +64.7% |
| 1Y | +77.2% | -11.2% | +88.4% | +76.7% |
| 3Y | +41.8% | +388.3% | -346.6% | +31.4% |
| All | +41.8% | +392.8% | -351.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling