-46.7%
TOST vs INSM
+368.3%
-415.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -0.9% | +2.8% | -3.7% | -1.2% |
| 30D | -3.5% | -4.7% | +1.3% | -2.9% |
| 3M | +38.1% | +32.6% | +5.5% | +31.9% |
| 6M | +9.9% | -10.9% | +20.8% | +9.5% |
| YTD | -6.3% | -28.2% | +22.0% | -3.9% |
| 1Y | -18.3% | -14.9% | -3.5% | -19.1% |
| 3Y | +59.7% | +375.6% | -315.8% | +14.1% |
| All | -46.7% | +368.3% | -415.0% | -63.4% |
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