+388.3%
INSM vs TNA
+101.9%
+286.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +2.5% | -7.3% | +9.7% | +4.1% |
| 30D | -2.2% | -14.2% | +12.0% | +1.0% |
| 3M | +33.8% | -4.6% | +38.4% | +34.3% |
| 6M | -7.2% | +36.9% | -44.1% | -14.0% |
| YTD | -25.6% | +42.5% | -68.2% | -32.1% |
| 1Y | -11.2% | +45.8% | -57.0% | -20.3% |
| 3Y | +388.3% | +104.7% | +283.7% | +267.7% |
| All | +388.3% | +101.9% | +286.5% | +267.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling