-39.8%
INSM vs TYL
-10.1%
-29.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.6% | +5.9% |
| 7D | +13.4% | +17.3% | -3.8% | +15.9% |
| 30D | +5.9% | +28.9% | -23.0% | +10.2% |
| 3M | +11.4% | +35.1% | -23.7% | +17.1% |
| 6M | -21.4% | +29.3% | -50.8% | -17.4% |
| YTD | -36.8% | -6.8% | -30.0% | -38.0% |
| 1Y | -39.8% | -9.9% | -29.9% | -41.0% |
| All | -39.8% | -10.1% | -29.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling