+877.2%
INSM vs TYL
+102.8%
+774.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.7% |
| 7D | +1.7% | -8.6% | +10.3% | +5.0% |
| 30D | -4.4% | +7.5% | -12.0% | -7.5% |
| 3M | +30.0% | +10.9% | +19.1% | +23.2% |
| 6M | -10.0% | -6.7% | -3.3% | -9.8% |
| YTD | -26.0% | -24.5% | -1.5% | -19.8% |
| 1Y | -12.5% | -38.6% | +26.1% | +3.8% |
| 3Y | +390.5% | -12.6% | +403.1% | +361.5% |
| 5Y | +357.7% | -28.2% | +385.9% | +371.7% |
| 10Y | +877.2% | +104.0% | +773.2% | +479.9% |
| All | +877.2% | +102.8% | +774.5% | +479.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling