+101.2%
ISRG vs TSLL
-62.0%
+163.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -21.9% | +19.1% | -0.9% |
| 7D | +4.4% | -28.9% | +33.3% | +7.3% |
| 30D | +15.8% | -21.4% | +37.2% | +17.6% |
| 3M | +24.9% | +5.0% | +19.9% | +22.9% |
| 6M | +3.8% | -36.6% | +40.4% | +5.1% |
| YTD | -17.3% | -56.6% | +39.4% | -13.8% |
| 1Y | -14.6% | -60.9% | +46.3% | -10.5% |
| 3Y | +68.2% | -25.2% | +93.4% | +48.5% |
| All | +101.2% | -62.0% | +163.2% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling