+79.5%
ISRG vs TSLQ
-97.0%
+176.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.0% | -12.8% | +0.4% |
| 7D | -1.6% | -5.8% | +4.2% | -2.0% |
| 30D | -2.3% | -22.1% | +19.8% | -4.3% |
| 3M | -12.4% | +10.1% | -22.5% | -10.0% |
| 6M | -26.8% | -6.8% | -20.1% | -25.5% |
| YTD | -35.3% | +8.5% | -43.8% | -32.6% |
| 1Y | -19.3% | -49.7% | +30.4% | -21.8% |
| 3Y | +18.1% | -95.6% | +113.8% | +4.3% |
| All | +79.5% | -97.0% | +176.5% | +69.6% |
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