+379.8%
TPR vs INSM
+741.5%
-361.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -0.6% |
| 7D | +12.1% | +14.4% | -2.3% | +10.4% |
| 30D | +16.7% | +18.8% | -2.1% | +14.4% |
| 3M | -17.4% | -11.3% | -6.1% | -16.5% |
| 6M | +2.3% | +17.9% | -15.6% | -0.4% |
| YTD | +7.1% | -31.3% | +38.5% | +9.9% |
| 1Y | +29.5% | -37.7% | +67.2% | +33.9% |
| 3Y | +415.0% | +403.1% | +11.9% | +301.8% |
| 5Y | +261.5% | +279.3% | -17.9% | +184.5% |
| All | +379.8% | +741.5% | -361.7% | +245.9% |
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