-42.8%
TOST vs INSM
+254.2%
-296.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +4.0% | +6.2% | -2.2% | +3.2% |
| 30D | +11.1% | +15.4% | -4.4% | +8.8% |
| 3M | +0.8% | -11.4% | +12.3% | +2.0% |
| 6M | +38.8% | +14.6% | +24.2% | +34.2% |
| YTD | -2.1% | -33.3% | +31.2% | +1.0% |
| 1Y | -6.0% | -38.8% | +32.8% | -2.2% |
| 3Y | +149.8% | +395.7% | -245.9% | +69.2% |
| 5Y | -42.8% | +258.9% | -301.7% | -55.7% |
| All | -42.8% | +254.2% | -296.9% | -55.7% |
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