+354.1%
INSM vs TYL
-24.8%
+378.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.6% |
| 7D | +6.5% | -3.7% | +10.2% | +7.4% |
| 30D | +27.5% | +18.7% | +8.8% | +22.2% |
| 3M | +20.4% | +18.1% | +2.2% | +14.8% |
| 6M | -15.7% | -1.1% | -14.6% | -16.2% |
| YTD | -27.4% | -19.8% | -7.6% | -23.2% |
| 1Y | -11.4% | -34.3% | +22.9% | +0.5% |
| 3Y | +457.8% | -8.2% | +466.0% | +422.6% |
| All | +354.1% | -24.8% | +378.9% | +376.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling