-39.8%
INSM vs TMF
-23.9%
-15.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.9% | +4.8% |
| 7D | +13.4% | +4.0% | +9.5% | +12.6% |
| 30D | +5.9% | +19.5% | -13.5% | +2.7% |
| 3M | +11.4% | -3.5% | +14.9% | +11.5% |
| 6M | -21.4% | -10.6% | -10.8% | -19.8% |
| YTD | -36.8% | -17.1% | -19.7% | -34.0% |
| 1Y | -39.8% | -24.3% | -15.6% | -38.3% |
| All | -39.8% | -23.9% | -15.9% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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