+6,194.7%
TJX vs INSM
-20.5%
+6,215.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -4.4% | +0.5% | -4.8% | -4.4% |
| 30D | -18.6% | -4.0% | -14.6% | -18.5% |
| 3M | -24.4% | +38.5% | -62.9% | -25.3% |
| 6M | -20.2% | -11.5% | -8.7% | -20.3% |
| YTD | -16.9% | -26.9% | +9.9% | -16.5% |
| 1Y | -8.5% | -12.8% | +4.3% | -8.7% |
| 3Y | +43.7% | +384.7% | -341.0% | +33.3% |
| 5Y | +97.3% | +368.8% | -271.5% | +81.8% |
| 10Y | +289.0% | +865.7% | -576.7% | +244.2% |
| All | +6,194.7% | -20.5% | +6,215.1% | +5,216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling