+16.0%
TFC vs INSM
+352.6%
-336.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.4% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -2.8% | -4.0% | +1.2% | -2.7% |
| 3M | +2.1% | +38.5% | -36.4% | +0.2% |
| 6M | +10.1% | -11.5% | +21.6% | +10.2% |
| YTD | +5.4% | -26.9% | +32.3% | +6.5% |
| 1Y | +16.3% | -12.8% | +29.1% | +16.2% |
| 3Y | +95.9% | +384.7% | -288.8% | +78.8% |
| 5Y | +16.0% | +368.8% | -352.8% | +0.9% |
| All | +16.0% | +352.6% | -336.6% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling