-10.5%
ISRG vs TLN
-17.6%
+7.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -8.5% | +17.9% | +9.4% |
| 7D | +8.5% | -6.0% | +14.6% | +8.5% |
| 30D | +18.6% | -1.5% | +20.1% | +18.2% |
| 3M | +30.9% | -3.9% | +34.8% | +30.5% |
| 6M | +6.6% | -15.0% | +21.6% | +6.4% |
| YTD | -14.9% | -12.8% | -2.1% | -15.7% |
| 1Y | -10.5% | -17.3% | +6.8% | -10.1% |
| All | -10.5% | -17.6% | +7.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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