+154.4%
TRV vs INSM
+367.9%
-213.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -1.5% | +0.5% | -1.9% | -1.5% |
| 30D | -1.8% | -4.0% | +2.2% | -1.8% |
| 3M | +21.6% | +38.5% | -17.0% | +21.0% |
| 6M | +22.5% | -11.5% | +34.0% | +22.5% |
| YTD | +28.1% | -26.9% | +55.0% | +28.4% |
| 1Y | +37.0% | -12.8% | +49.8% | +37.0% |
| 3Y | +141.9% | +384.7% | -242.8% | +138.3% |
| All | +154.4% | +367.9% | -213.6% | +144.3% |
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