-35.1%
TLT vs INSM
+352.6%
-387.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -1.6% | +0.5% | -2.0% | -1.6% |
| 30D | -1.3% | -4.0% | +2.7% | -1.3% |
| 3M | -3.7% | +38.5% | -42.3% | -3.6% |
| 6M | -6.4% | -11.5% | +5.2% | -6.4% |
| YTD | -4.5% | -26.9% | +22.4% | -4.6% |
| 1Y | -5.9% | -12.8% | +6.9% | -5.9% |
| 3Y | -2.8% | +384.7% | -387.5% | -1.2% |
| 5Y | -35.1% | +368.8% | -403.9% | -33.7% |
| All | -35.1% | +352.6% | -387.7% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling