+1,712.1%
TRV vs INSM
-19.5%
+1,731.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.2% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | -2.3% | -4.4% | +2.1% | -2.2% |
| 3M | +22.7% | +30.0% | -7.4% | +21.5% |
| 6M | +21.9% | -10.0% | +32.0% | +21.8% |
| YTD | +27.5% | -26.0% | +53.5% | +28.1% |
| 1Y | +36.2% | -12.5% | +48.7% | +36.0% |
| 3Y | +140.6% | +390.5% | -249.9% | +124.3% |
| 5Y | +154.5% | +357.7% | -203.2% | +135.7% |
| 10Y | +295.4% | +877.2% | -581.8% | +247.7% |
| All | +1,712.1% | -19.5% | +1,731.6% | +1,332.3% |
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 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