-17.3%
ISRG vs TSLL
-57.5%
+40.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.6% | -12.0% | -3.7% |
| 7D | +4.8% | -21.2% | +26.0% | +5.7% |
| 30D | +9.2% | -13.3% | +22.5% | +9.6% |
| 3M | +21.2% | +15.4% | +5.8% | +19.2% |
| 6M | +0.2% | -34.2% | +34.5% | -0.3% |
| YTD | -20.1% | -52.9% | +32.9% | -19.3% |
| 1Y | -17.3% | -54.3% | +37.0% | -16.8% |
| All | -17.3% | -57.5% | +40.1% | -16.8% |
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