+80.5%
TSEM vs INSM
-40.6%
+121.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.3% | -14.1% | -9.4% |
| 7D | -23.1% | +13.4% | -36.5% | -24.6% |
| 30D | -40.4% | +5.9% | -46.3% | -40.9% |
| 3M | -37.9% | +11.4% | -49.3% | -39.5% |
| 6M | -30.8% | -21.4% | -9.4% | -29.2% |
| YTD | +26.7% | -36.8% | +63.5% | +30.4% |
| 1Y | +80.5% | -39.8% | +120.3% | +74.1% |
| All | +80.5% | -40.6% | +121.1% | +74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling