+17.5%
ISRG vs TLN
+583.6%
-566.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.4% |
| 7D | -1.6% | +7.1% | -8.6% | -2.6% |
| 30D | -2.3% | -3.9% | +1.6% | -1.9% |
| 3M | -12.4% | -16.2% | +3.7% | -10.8% |
| 6M | -26.8% | -5.8% | -21.0% | -27.5% |
| YTD | -35.3% | -15.4% | -19.8% | -35.0% |
| 1Y | -19.3% | -16.7% | -2.6% | -19.3% |
| 3Y | +18.1% | +473.8% | -455.6% | -25.0% |
| All | +17.5% | +583.6% | -566.1% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling