+2.8%
TLT vs INSM
+416.0%
-413.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | -3.1% | +5.9% | -9.0% | -3.1% |
| 30D | +1.0% | +23.9% | -22.9% | +1.0% |
| 3M | -2.7% | -4.1% | +1.4% | -2.7% |
| 6M | -4.1% | +2.7% | -6.8% | -4.2% |
| YTD | -5.4% | -30.4% | +25.0% | -5.4% |
| 1Y | -7.0% | -36.6% | +29.5% | -7.1% |
| 3Y | +2.8% | +406.9% | -404.1% | +4.3% |
| All | +2.8% | +416.0% | -413.2% | +4.3% |
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