-24.4%
ISRG vs TSLQ
-50.7%
+26.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -5.0% | -8.0% | +3.0% | -5.4% |
| 30D | -10.2% | -23.8% | +13.6% | -11.4% |
| 3M | -17.2% | -7.0% | -10.2% | -17.0% |
| 6M | -28.4% | -17.1% | -11.3% | -28.7% |
| YTD | -37.6% | +0.1% | -37.7% | -37.1% |
| 1Y | -24.4% | -51.2% | +26.7% | -23.2% |
| All | -24.4% | -50.7% | +26.3% | -23.2% |
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