+356.2%
TPR vs INSM
+729.9%
-373.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.4% |
| 7D | -0.3% | +5.9% | -6.2% | -0.9% |
| 30D | +15.1% | +23.9% | -8.8% | +12.4% |
| 3M | +3.5% | -4.1% | +7.6% | +3.7% |
| 6M | +0.4% | +2.7% | -2.2% | -0.7% |
| YTD | +4.6% | -30.4% | +35.0% | +7.2% |
| 1Y | +33.1% | -36.6% | +69.7% | +37.3% |
| 3Y | +396.0% | +406.9% | -11.0% | +286.8% |
| 5Y | +230.3% | +280.3% | -50.0% | +160.0% |
| All | +356.2% | +729.9% | -373.6% | +230.9% |
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