+42.1%
ISRG vs TLN
+710.8%
-668.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.2% |
| 7D | -2.0% | +11.0% | -13.1% | -3.4% |
| 30D | +5.6% | +4.9% | +0.6% | +4.5% |
| 3M | +10.5% | +4.9% | +5.6% | +9.0% |
| 6M | +2.6% | +7.1% | -4.5% | -0.2% |
| YTD | -21.7% | +0.3% | -22.0% | -23.9% |
| 1Y | -21.6% | +5.9% | -27.5% | -24.8% |
| 3Y | +57.0% | +578.5% | -521.4% | -3.6% |
| All | +42.1% | +710.8% | -668.7% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling