+500.7%
ISRG vs TYL
+168.7%
+332.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.2% |
| 7D | +4.8% | +6.7% | -1.8% | +1.6% |
| 30D | +9.2% | +26.5% | -17.3% | -3.2% |
| 3M | +21.2% | +37.3% | -16.1% | +2.3% |
| 6M | +0.2% | +31.2% | -30.9% | -14.3% |
| YTD | -20.1% | -7.4% | -12.7% | -19.4% |
| 1Y | -17.3% | -9.6% | -7.8% | -15.7% |
| 3Y | +63.3% | +1.9% | +61.4% | +49.8% |
| 5Y | +24.1% | -21.1% | +45.2% | +28.3% |
| All | +500.7% | +168.7% | +332.0% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling