-31.0%
TSEM vs INSM
-21.9%
-9.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | +10.4% | +2.8% | +7.6% | +10.2% |
| 30D | -12.9% | -4.7% | -8.2% | -12.7% |
| 3M | -9.2% | +32.6% | -41.8% | -11.1% |
| 6M | +98.8% | -10.9% | +109.6% | +99.1% |
| YTD | +87.2% | -28.2% | +115.4% | +89.9% |
| 1Y | +239.0% | -14.9% | +253.8% | +239.3% |
| 3Y | +679.5% | +375.6% | +303.9% | +577.8% |
| 5Y | +667.3% | +349.1% | +318.2% | +559.9% |
| 10Y | +1,301.0% | +796.6% | +504.5% | +992.1% |
| All | -31.0% | -21.9% | -9.1% | -50.3% |
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