+302.0%
TRV vs INSM
+884.9%
-582.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | +1.9% | +2.5% | -0.5% | +1.9% |
| 30D | +1.7% | -2.2% | +3.9% | +1.8% |
| 3M | +23.9% | +33.8% | -9.9% | +22.6% |
| 6M | +26.3% | -7.2% | +33.4% | +26.1% |
| YTD | +30.8% | -25.6% | +56.5% | +31.5% |
| 1Y | +36.3% | -11.2% | +47.6% | +36.1% |
| 3Y | +145.0% | +388.3% | -243.3% | +127.9% |
| 5Y | +163.9% | +376.6% | -212.8% | +142.6% |
| All | +302.0% | +884.9% | -582.8% | +272.6% |
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