+4,455.2%
TSM vs INSM
-24.3%
+4,479.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.8% |
| 7D | +6.2% | +5.9% | +0.3% | +5.9% |
| 30D | -7.3% | +23.9% | -31.2% | -8.4% |
| 3M | -7.1% | -4.1% | -3.0% | -7.1% |
| 6M | +0.2% | +2.7% | -2.5% | -0.4% |
| YTD | +32.2% | -30.4% | +62.6% | +33.7% |
| 1Y | +42.8% | -36.6% | +79.3% | +44.8% |
| 3Y | +330.4% | +406.9% | -76.5% | +280.2% |
| 5Y | +263.9% | +280.3% | -16.4% | +223.1% |
| 10Y | +1,580.2% | +738.5% | +841.7% | +1,275.4% |
| All | +4,455.2% | -24.3% | +4,479.5% | +3,027.1% |
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 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