+617.0%
TSEM vs INSM
+352.6%
+264.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.8% |
| 7D | +0.9% | +0.5% | +0.5% | +0.9% |
| 30D | -16.6% | -4.0% | -12.6% | -16.4% |
| 3M | -10.9% | +38.5% | -49.4% | -13.4% |
| 6M | +78.0% | -11.5% | +89.5% | +78.0% |
| YTD | +77.2% | -26.9% | +104.1% | +79.2% |
| 1Y | +207.6% | -12.8% | +220.3% | +206.6% |
| 3Y | +637.8% | +384.7% | +253.1% | +557.6% |
| 5Y | +617.0% | +368.8% | +248.2% | +520.8% |
| All | +617.0% | +352.6% | +264.4% | +520.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling