+253.1%
TSEM vs INSM
-11.6%
+264.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.2% | +7.9% |
| 7D | +6.9% | +6.5% | +0.3% | +5.8% |
| 30D | +5.3% | +27.5% | -22.2% | +0.7% |
| 3M | -14.9% | +20.4% | -35.3% | -18.1% |
| 6M | +80.0% | -15.7% | +95.8% | +80.1% |
| YTD | +89.4% | -27.4% | +116.8% | +91.1% |
| 1Y | +253.1% | -11.4% | +264.5% | +235.6% |
| All | +253.1% | -11.6% | +264.7% | +235.6% |
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