-20.7%
TLT vs INSM
+884.9%
-905.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -1.6% | +2.5% | -4.1% | -1.6% |
| 30D | -1.1% | -2.2% | +1.0% | -1.2% |
| 3M | -4.9% | +33.8% | -38.7% | -4.4% |
| 6M | -5.0% | -7.2% | +2.1% | -5.0% |
| YTD | -4.4% | -25.6% | +21.3% | -4.6% |
| 1Y | -6.4% | -11.2% | +4.9% | -6.3% |
| 3Y | -2.0% | +388.3% | -390.3% | +1.5% |
| 5Y | -35.0% | +376.6% | -411.6% | -32.4% |
| All | -20.7% | +884.9% | -905.5% | -16.2% |
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