+726.9%
INSM vs TMF
-81.8%
+808.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +2.5% |
| 7D | +14.4% | -1.1% | +15.5% | +14.3% |
| 30D | +18.8% | +11.8% | +7.0% | +20.3% |
| 3M | -11.3% | -4.0% | -7.3% | -11.7% |
| 6M | +17.9% | -16.5% | +34.4% | +15.6% |
| YTD | -31.3% | -19.9% | -11.4% | -33.0% |
| 1Y | -37.7% | -25.6% | -12.2% | -39.8% |
| 3Y | +403.1% | -29.9% | +433.0% | +392.3% |
| 5Y | +279.3% | -88.2% | +367.6% | +177.1% |
| All | +726.9% | -81.8% | +808.7% | +597.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling