+1,757.2%
TSM vs INSM
+868.6%
+888.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +2.6% | +0.5% | +2.2% | +2.6% |
| 30D | +1.4% | -4.0% | +5.4% | +1.7% |
| 3M | +5.0% | +38.5% | -33.6% | +2.0% |
| 6M | +24.0% | -11.5% | +35.5% | +24.0% |
| YTD | +41.6% | -26.9% | +68.4% | +43.4% |
| 1Y | +66.2% | -12.8% | +78.9% | +65.6% |
| 3Y | +398.2% | +384.7% | +13.5% | +321.7% |
| 5Y | +277.6% | +368.8% | -91.2% | +214.3% |
| All | +1,757.2% | +868.6% | +888.5% | +1,416.8% |
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 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