-10.5%
ISRG vs TSLL
-48.4%
+37.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.3% | +15.7% | +9.6% |
| 7D | +8.5% | -9.4% | +18.0% | +9.0% |
| 30D | +18.6% | +1.6% | +17.0% | +18.3% |
| 3M | +30.9% | +29.4% | +1.5% | +28.2% |
| 6M | +6.6% | -20.1% | +26.7% | +5.0% |
| YTD | -14.9% | -44.5% | +29.6% | -14.5% |
| 1Y | -10.5% | -46.0% | +35.5% | -10.4% |
| All | -10.5% | -48.4% | +37.9% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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