+406.9%
INSM vs TMF
-32.2%
+439.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.6% |
| 7D | +5.9% | -9.3% | +15.2% | +5.9% |
| 30D | +23.9% | +1.9% | +22.0% | +24.0% |
| 3M | -4.1% | -11.2% | +7.1% | -4.3% |
| 6M | +2.7% | -17.7% | +20.4% | +2.4% |
| YTD | -30.4% | -24.5% | -5.9% | -30.7% |
| 1Y | -36.6% | -29.4% | -7.1% | -37.1% |
| 3Y | +406.9% | -33.4% | +440.4% | +391.1% |
| All | +406.9% | -32.2% | +439.2% | +391.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling