-27.6%
INSM vs TYL
+10,122.1%
-10,149.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +14.4% | +4.3% | +10.1% | +13.3% |
| 30D | +18.8% | +28.0% | -9.2% | +11.9% |
| 3M | -11.3% | +32.3% | -43.7% | -17.6% |
| 6M | +17.9% | +29.9% | -12.0% | +9.0% |
| YTD | -31.3% | -7.1% | -24.2% | -32.1% |
| 1Y | -37.7% | -9.2% | -28.5% | -38.2% |
| 3Y | +403.1% | +0.7% | +402.4% | +379.2% |
| 5Y | +279.3% | -21.1% | +300.4% | +280.7% |
| 10Y | +740.9% | +180.8% | +560.1% | +535.4% |
| All | -27.6% | +10,122.1% | -10,149.6% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling