-21.3%
ISRG vs TYL
-9.5%
-11.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +2.1% | +4.3% | -2.2% | +1.0% |
| 30D | +6.2% | +28.0% | -21.8% | -0.4% |
| 3M | +14.4% | +32.3% | -17.9% | +6.0% |
| 6M | 0.0% | +29.9% | -29.9% | -7.4% |
| YTD | -20.5% | -7.1% | -13.4% | -21.5% |
| All | -21.3% | -9.5% | -11.9% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling