+411.2%
TSM vs INSM
+375.6%
+35.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.4% |
| 7D | +6.0% | +2.8% | +3.3% | +5.9% |
| 30D | +4.5% | -4.7% | +9.3% | +4.7% |
| 3M | +3.1% | +32.6% | -29.5% | +1.9% |
| 6M | +30.2% | -10.9% | +41.1% | +30.1% |
| YTD | +45.2% | -28.2% | +73.4% | +45.9% |
| 1Y | +79.6% | -14.9% | +94.4% | +79.2% |
| All | +411.2% | +375.6% | +35.6% | +408.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling