+351.3%
TFC vs INSM
-21.1%
+372.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +2.4% | +6.5% | -4.1% | +2.1% |
| 30D | -1.3% | +27.5% | -28.8% | -2.8% |
| 3M | +6.1% | +20.4% | -14.3% | +4.7% |
| 6M | +7.3% | -15.7% | +23.1% | +7.6% |
| YTD | +8.2% | -27.4% | +35.6% | +9.2% |
| 1Y | +14.4% | -11.4% | +25.8% | +14.1% |
| 3Y | +93.7% | +457.8% | -364.1% | +71.1% |
| 5Y | +16.4% | +343.0% | -326.6% | +3.0% |
| 10Y | +101.6% | +848.1% | -746.6% | +66.2% |
| All | +351.3% | -21.1% | +372.4% | +231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling