+349.1%
INSM vs TMF
-87.6%
+436.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.8% | +1.0% | +1.8% | +2.8% |
| 30D | -4.7% | -1.8% | -2.9% | -4.8% |
| 3M | +32.6% | -8.2% | +40.9% | +32.4% |
| 6M | -10.9% | -19.5% | +8.6% | -11.3% |
| YTD | -28.2% | -16.0% | -12.3% | -28.5% |
| 1Y | -14.9% | -22.5% | +7.6% | -15.3% |
| 3Y | +375.6% | -42.3% | +417.9% | +370.1% |
| 5Y | +349.1% | -87.7% | +436.8% | +313.1% |
| All | +349.1% | -87.6% | +436.7% | +313.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling