+23,005.1%
ISRG vs TYL
+11,772.3%
+11,232.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.3% |
| 7D | +4.4% | +15.1% | -10.7% | +0.4% |
| 30D | +15.8% | +30.1% | -14.3% | +7.5% |
| 3M | +24.9% | +40.4% | -15.5% | +13.3% |
| 6M | +3.8% | +31.3% | -27.5% | -4.5% |
| YTD | -17.3% | -5.2% | -12.1% | -17.6% |
| 1Y | -14.6% | -6.6% | -8.0% | -14.6% |
| 3Y | +68.2% | +3.4% | +64.8% | +62.1% |
| 5Y | +28.4% | -19.3% | +47.6% | +31.3% |
| 10Y | +528.0% | +178.1% | +349.9% | +378.4% |
| All | +23,005.1% | +11,772.3% | +11,232.8% | +8,071.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling