+97.8%
ISRG vs TSLL
-54.2%
+152.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.2% | +0.8% |
| 7D | +5.4% | -14.3% | +19.7% | +6.5% |
| 30D | +8.6% | -6.2% | +14.8% | +8.6% |
| 3M | +21.6% | +21.2% | +0.4% | +18.1% |
| 6M | +2.3% | -36.6% | +38.9% | +3.8% |
| YTD | -18.7% | -47.8% | +29.1% | -16.7% |
| 1Y | -17.8% | -45.2% | +27.5% | -16.5% |
| 3Y | +69.1% | -3.3% | +72.3% | +45.5% |
| All | +97.8% | -54.2% | +152.0% | +99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling