+117.1%
ISRG vs TSLQ
-97.8%
+214.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +1.2% |
| 7D | -2.0% | -16.8% | +14.8% | -3.7% |
| 30D | +5.6% | -18.0% | +23.5% | +3.9% |
| 3M | +10.5% | -34.5% | +45.0% | +6.9% |
| 6M | +2.6% | -8.9% | +11.5% | +4.4% |
| YTD | -21.7% | -19.0% | -2.7% | -20.4% |
| 1Y | -21.6% | -38.2% | +16.6% | -22.3% |
| 3Y | +57.0% | -96.9% | +154.0% | +33.2% |
| All | +117.1% | -97.8% | +214.9% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling