-23.2%
ISRG vs TSLQ
-29.0%
+5.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -2.3% |
| 7D | -6.1% | -26.6% | +20.5% | -7.2% |
| 30D | +4.2% | -17.5% | +21.7% | +3.6% |
| 3M | +9.6% | -41.7% | +51.3% | +7.1% |
| 6M | +1.9% | -16.9% | +18.8% | +2.1% |
| YTD | -22.3% | -21.9% | -0.4% | -22.6% |
| 1Y | -23.2% | -32.5% | +9.4% | -24.4% |
| All | -23.2% | -29.0% | +5.8% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling