-19.7%
TSCO vs INSM
+392.8%
-412.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -5.7% | +2.5% | -8.1% | -5.7% |
| 30D | -8.8% | -2.2% | -6.6% | -8.7% |
| 3M | +6.3% | +33.8% | -27.5% | +5.3% |
| 6M | -32.3% | -7.2% | -25.1% | -32.3% |
| YTD | -32.7% | -25.6% | -7.1% | -32.4% |
| 1Y | -43.7% | -11.2% | -32.4% | -43.7% |
| 3Y | -19.7% | +388.3% | -408.0% | -22.4% |
| All | -19.7% | +392.8% | -412.5% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling