+131.2%
TLT vs INSM
+749.6%
-618.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.4% | +2.8% | -2.4% | +0.4% |
| 30D | -0.3% | -4.7% | +4.4% | -0.4% |
| 3M | -1.7% | +32.6% | -34.4% | -1.2% |
| 6M | -4.9% | -10.9% | +6.0% | -4.9% |
| YTD | -2.8% | -28.2% | +25.4% | -3.1% |
| 1Y | -4.2% | -14.9% | +10.7% | -4.2% |
| 3Y | -1.1% | +375.6% | -376.7% | +2.7% |
| 5Y | -33.7% | +349.1% | -382.8% | -30.9% |
| 10Y | -20.7% | +796.6% | -817.2% | -14.5% |
| All | +131.2% | +749.6% | -618.4% | +160.3% |
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 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