-45.7%
TOST vs INSM
+373.5%
-419.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.4% | +6.5% | -10.0% | -4.2% |
| 30D | -2.4% | +27.5% | -30.0% | -6.2% |
| 3M | +34.6% | +20.4% | +14.2% | +30.1% |
| 6M | +15.2% | -15.7% | +30.9% | +15.7% |
| YTD | -4.4% | -27.4% | +23.0% | -2.1% |
| 1Y | -17.4% | -11.4% | -6.0% | -18.7% |
| 3Y | +54.5% | +457.8% | -403.4% | +1.2% |
| All | -45.7% | +373.5% | -419.2% | -62.7% |
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 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