+833.7%
INSM vs TNA
+86.1%
+747.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +2.5% | -7.3% | +9.7% | +5.3% |
| 30D | -2.2% | -14.2% | +12.0% | +3.3% |
| 3M | +33.8% | -4.6% | +38.4% | +34.6% |
| 6M | -7.2% | +36.9% | -44.1% | -19.2% |
| YTD | -25.6% | +42.5% | -68.2% | -37.1% |
| 1Y | -11.2% | +45.8% | -57.0% | -27.3% |
| 3Y | +388.3% | +104.7% | +283.7% | +197.5% |
| 5Y | +376.6% | -21.7% | +398.3% | +280.2% |
| All | +833.7% | +86.1% | +747.6% | +251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling