+4,786.9%
TSM vs INSM
-21.1%
+4,808.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +2.7% | +6.5% | -3.8% | +2.4% |
| 30D | +3.6% | +27.5% | -23.9% | +2.0% |
| 3M | -3.4% | +20.4% | -23.7% | -4.6% |
| 6M | +20.6% | -15.7% | +36.4% | +21.0% |
| YTD | +41.9% | -27.4% | +69.3% | +43.3% |
| 1Y | +84.4% | -11.4% | +95.8% | +83.8% |
| 3Y | +380.2% | +457.8% | -77.6% | +322.1% |
| 5Y | +275.3% | +343.0% | -67.6% | +230.8% |
| 10Y | +1,751.4% | +848.1% | +903.3% | +1,406.4% |
| All | +4,786.9% | -21.1% | +4,808.0% | +3,251.6% |
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 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