> Even one of the best known and oldest F# library FParsec has it's high-performance parts in C# - that's telling.
To be more specific, it has a C# library so it can use _unsafe {}_ blocks to perform manual memory management. This is one key performance-oriented feature that F# lacks.
Other than that, you _can_ write F# that's about as fast as non-unsafe C#, although it means giving up most of the nicer and safer features of F#. Use mutable structs and classes instead of immutable records, for/while loops instead of higher-order functions, magic values instead of option/result types, etc... I've done it in a couple of hot paths where it made sense, but quite reluctantly.
Inline functions are still fine though for writing zero-cost helpers, and I don't think C# has them (there's an <AggressiveInlining> attribute but IIRC it's just a hint, the compiler isn't required to actually obey).
Ironically, F# _could_ become the best language for high-performance .NET programming, because it supports directly inlining IL instructions intermixed with regular code (whereas C# has to go through the ILGenerator class). Unfortunately it's considered such a niche case that it's not planned to be expanded beyond the standard library, and to use it in your code you have to enable an undocumented / unsupported compiler flag.