-20.1%
ISRG vs TSLL
-47.7%
+27.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.2% | +1.3% |
| 7D | +5.4% | -14.3% | +19.7% | +6.0% |
| 30D | +8.6% | -6.2% | +14.8% | +8.6% |
| 3M | +21.6% | +21.2% | +0.4% | +19.4% |
| 6M | +2.3% | -36.6% | +38.9% | +2.9% |
| YTD | -18.7% | -47.8% | +29.1% | -18.4% |
| All | -20.1% | -47.7% | +27.6% | -20.2% |
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