+75.7%
TFC vs INSM
+729.9%
-654.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.0% |
| 7D | +2.3% | +5.9% | -3.6% | +1.8% |
| 30D | +10.8% | +23.9% | -13.1% | +8.9% |
| 3M | -3.8% | -4.1% | +0.3% | -3.7% |
| 6M | +9.6% | +2.7% | +6.9% | +8.5% |
| YTD | +5.8% | -30.4% | +36.2% | +7.4% |
| 1Y | +16.2% | -36.6% | +52.7% | +18.6% |
| 3Y | +96.0% | +406.9% | -311.0% | +62.3% |
| 5Y | +1.7% | +280.3% | -278.6% | -15.3% |
| All | +75.7% | +729.9% | -654.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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