+537.3%
ISRG vs TYL
+169.5%
+367.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | +2.1% | +4.3% | -2.2% | +0.1% |
| 30D | +6.2% | +28.0% | -21.8% | -6.5% |
| 3M | +14.4% | +32.3% | -17.9% | -1.6% |
| 6M | 0.0% | +29.9% | -29.9% | -14.0% |
| YTD | -20.5% | -7.1% | -13.4% | -20.0% |
| 1Y | -21.9% | -9.2% | -12.7% | -20.6% |
| 3Y | +62.2% | +0.7% | +61.5% | +49.8% |
| 5Y | +25.2% | -21.1% | +46.2% | +29.4% |
| 10Y | +537.3% | +180.8% | +356.5% | +256.5% |
| All | +537.3% | +169.5% | +367.8% | +256.5% |
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