+285.0%
TSM vs INSM
+365.8%
-80.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -4.0% | -1.0% |
| 7D | +4.8% | +1.7% | +3.1% | +4.6% |
| 30D | +4.0% | -4.4% | +8.5% | +4.3% |
| 3M | +2.0% | +30.0% | -28.1% | -0.3% |
| 6M | +25.5% | -10.0% | +35.5% | +25.4% |
| YTD | +44.0% | -26.0% | +70.0% | +45.6% |
| 1Y | +75.4% | -12.5% | +87.9% | +74.7% |
| 3Y | +406.7% | +390.5% | +16.3% | +342.6% |
| 5Y | +285.0% | +357.7% | -72.7% | +222.6% |
| All | +285.0% | +365.8% | -80.8% | +222.6% |
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