-48.1%
TOST vs INSM
+382.9%
-431.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.7% | -2.9% |
| 7D | -4.7% | +1.7% | -6.4% | -4.9% |
| 30D | -9.1% | -4.4% | -4.7% | -8.6% |
| 3M | +29.8% | +30.0% | -0.2% | +24.2% |
| 6M | +10.0% | -10.0% | +20.0% | +9.5% |
| YTD | -8.6% | -26.0% | +17.4% | -6.7% |
| 1Y | -20.7% | -12.5% | -8.2% | -21.8% |
| 3Y | +55.7% | +390.5% | -334.8% | +10.8% |
| All | -48.1% | +382.9% | -431.0% | -64.5% |
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