-18.3%
TOST vs INSM
-13.6%
-4.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -2.0% |
| 7D | -0.9% | +2.8% | -3.7% | -0.8% |
| 30D | -3.5% | -4.7% | +1.3% | -3.7% |
| 3M | +38.1% | +32.6% | +5.5% | +40.7% |
| 6M | +9.9% | -10.9% | +20.8% | +8.2% |
| YTD | -6.3% | -28.2% | +22.0% | -9.8% |
| 1Y | -18.3% | -14.9% | -3.5% | -23.5% |
| All | -18.3% | -13.6% | -4.7% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling