+76.4%
ISRG vs TSLQ
-97.2%
+173.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +2.3% |
| 7D | -2.5% | +5.7% | -8.2% | -1.9% |
| 30D | -10.2% | -21.1% | +10.9% | -12.0% |
| 3M | -12.5% | -11.5% | -1.0% | -12.3% |
| 6M | -25.8% | -14.9% | -10.9% | -25.2% |
| YTD | -36.4% | +2.4% | -38.8% | -34.1% |
| 1Y | -19.9% | -49.8% | +29.9% | -22.3% |
| 3Y | +20.9% | -95.8% | +116.7% | +6.3% |
| All | +76.4% | -97.2% | +173.6% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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