+22,093.6%
TSCO vs INSM
-20.5%
+22,114.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.4% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -4.4% | -4.0% | -0.4% | -4.2% |
| 3M | +9.7% | +38.5% | -28.8% | +8.2% |
| 6M | -32.4% | -11.5% | -20.9% | -32.4% |
| YTD | -31.7% | -26.9% | -4.8% | -31.2% |
| 1Y | -41.3% | -12.8% | -28.5% | -41.4% |
| 3Y | -18.3% | +384.7% | -403.0% | -24.7% |
| 5Y | -10.3% | +368.8% | -379.1% | -17.8% |
| 10Y | +188.5% | +865.7% | -677.2% | +150.7% |
| All | +22,093.6% | -20.5% | +22,114.0% | +17,571.0% |
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