+0.2%
ISRG vs TLN
-15.5%
+15.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.4% | -2.7% |
| 7D | +4.8% | -1.3% | +6.1% | +4.7% |
| 30D | +9.2% | -10.5% | +19.7% | +8.8% |
| 3M | +21.2% | +0.1% | +21.1% | +21.2% |
| 6M | +0.2% | -17.4% | +17.6% | -1.3% |
| All | +0.2% | -15.5% | +15.7% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling