+1,132.5%
INSM vs TMF
-70.4%
+1,202.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +2.5% | -5.1% | +7.6% | +1.4% |
| 30D | -2.2% | -4.6% | +2.4% | -3.0% |
| 3M | +33.8% | -16.6% | +50.4% | +29.4% |
| 6M | -7.2% | -19.9% | +12.7% | -11.1% |
| YTD | -25.6% | -20.2% | -5.5% | -28.8% |
| 1Y | -11.2% | -27.7% | +16.5% | -16.5% |
| 3Y | +388.3% | -43.9% | +432.3% | +347.9% |
| 5Y | +376.6% | -88.4% | +465.1% | +211.5% |
| 10Y | +881.9% | -86.5% | +968.4% | +666.9% |
| All | +1,132.5% | -70.4% | +1,202.9% | +2,028.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling