-11.4%
INSM vs TMF
-15.2%
+3.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +6.5% | -1.4% | +8.0% | +6.7% |
| 30D | +27.5% | -2.8% | +30.4% | +27.9% |
| 3M | +20.4% | -10.9% | +31.3% | +22.6% |
| 6M | -15.7% | -21.3% | +5.6% | -14.5% |
| YTD | -27.4% | -15.9% | -11.6% | -25.2% |
| 1Y | -11.4% | -15.7% | +4.3% | -12.7% |
| All | -11.4% | -15.2% | +3.9% | -12.7% |
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