-11.4%
INSM vs TNA
+70.0%
-81.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +27.5% | -4.9% | +32.5% | +28.4% |
| 3M | +20.4% | +0.4% | +20.0% | +19.4% |
| 6M | -15.7% | +32.5% | -48.3% | -20.7% |
| YTD | -27.4% | +53.7% | -81.2% | -32.2% |
| 1Y | -11.4% | +65.1% | -76.5% | -19.7% |
| All | -11.4% | +70.0% | -81.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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