+701.9%
INSM vs TYL
+183.6%
+518.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +5.9% | +0.8% | +5.1% | +5.6% |
| 30D | +23.9% | +21.1% | +2.8% | +15.3% |
| 3M | -4.1% | +28.9% | -33.0% | -13.5% |
| 6M | +2.7% | +42.0% | -39.3% | -12.3% |
| YTD | -30.4% | -6.6% | -23.8% | -30.6% |
| 1Y | -36.6% | -9.1% | -27.5% | -36.1% |
| 3Y | +406.9% | +1.8% | +405.1% | +356.8% |
| 5Y | +280.3% | -22.9% | +303.2% | +293.8% |
| All | +701.9% | +183.6% | +518.3% | +286.4% |
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