+17.4%
ISRG vs TSLQ
-95.9%
+113.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.0% | +3.5% | -5.3% |
| 7D | -5.2% | -8.6% | +3.4% | -5.9% |
| 30D | -7.6% | -24.9% | +17.3% | -9.6% |
| 3M | -16.4% | -1.5% | -14.8% | -15.2% |
| 6M | -28.6% | -18.1% | -10.5% | -28.3% |
| YTD | -38.2% | -0.1% | -38.1% | -36.4% |
| 1Y | -25.5% | -51.4% | +25.9% | -27.8% |
| 3Y | +17.4% | -95.9% | +113.3% | +7.4% |
| All | +17.4% | -95.9% | +113.3% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling