+94.4%
ISRG vs TSLL
-58.7%
+153.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.6% | -12.0% | -4.1% |
| 7D | +4.8% | -21.2% | +26.0% | +6.7% |
| 30D | +9.2% | -13.3% | +22.5% | +10.0% |
| 3M | +21.2% | +15.4% | +5.8% | +18.2% |
| 6M | +0.2% | -34.2% | +34.5% | +1.2% |
| YTD | -20.1% | -52.9% | +32.9% | -17.3% |
| 1Y | -17.3% | -54.3% | +37.0% | -14.6% |
| 3Y | +63.3% | -18.4% | +81.7% | +43.0% |
| All | +94.4% | -58.7% | +153.2% | +97.9% |
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