+66.2%
TSM vs INSM
-14.1%
+80.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.6% |
| 3M | +5.0% | +38.5% | -33.6% | +2.5% |
| 6M | +24.0% | -11.5% | +35.5% | +23.7% |
| YTD | +41.6% | -26.9% | +68.4% | +41.1% |
| 1Y | +66.2% | -12.8% | +78.9% | +59.1% |
| All | +66.2% | -14.1% | +80.3% | +59.1% |
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