+45.0%
ISRG vs TLN
+630.2%
-585.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.4% | -4.3% |
| 7D | +4.8% | -1.3% | +6.1% | +4.7% |
| 30D | +9.2% | -10.5% | +19.7% | +10.5% |
| 3M | +21.2% | +0.1% | +21.1% | +20.0% |
| 6M | +0.2% | -17.4% | +17.6% | +1.6% |
| YTD | -20.1% | -9.7% | -10.4% | -21.2% |
| 1Y | -17.3% | -12.3% | -5.1% | -18.3% |
| 3Y | +63.3% | +528.3% | -465.0% | +0.8% |
| All | +45.0% | +630.2% | -585.2% | -11.3% |
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