+96.0%
TFC vs INSM
+416.0%
-320.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.2% |
| 7D | +2.3% | +5.9% | -3.6% | +2.1% |
| 30D | +10.8% | +23.9% | -13.1% | +10.3% |
| 3M | -3.8% | -4.1% | +0.3% | -3.8% |
| 6M | +9.6% | +2.7% | +6.9% | +9.3% |
| YTD | +5.8% | -30.4% | +36.2% | +6.2% |
| 1Y | +16.2% | -36.6% | +52.7% | +16.8% |
| 3Y | +96.0% | +406.9% | -311.0% | +89.8% |
| All | +96.0% | +416.0% | -320.0% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling