+1,282.5%
TSEM vs INSM
+884.9%
+397.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | -4.9% | +2.5% | -7.3% | -5.1% |
| 30D | -18.7% | -2.2% | -16.6% | -18.6% |
| 3M | -18.1% | +33.8% | -51.9% | -20.4% |
| 6M | +77.1% | -7.2% | +84.3% | +76.7% |
| YTD | +80.1% | -25.6% | +105.8% | +82.8% |
| 1Y | +220.4% | -11.2% | +231.6% | +219.4% |
| 3Y | +650.1% | +388.3% | +261.7% | +527.8% |
| 5Y | +628.9% | +376.6% | +252.2% | +497.2% |
| All | +1,282.5% | +884.9% | +397.6% | +992.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling