+17,983.8%
ISRG vs TYL
+9,942.2%
+8,041.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -0.6% |
| 30D | -2.3% | +18.7% | -21.0% | -6.9% |
| 3M | -12.4% | +18.1% | -30.6% | -16.7% |
| 6M | -26.8% | -1.1% | -25.7% | -27.2% |
| YTD | -35.3% | -19.8% | -15.4% | -32.3% |
| 1Y | -19.3% | -34.3% | +15.0% | -11.0% |
| 3Y | +18.1% | -8.2% | +26.4% | +17.8% |
| 5Y | +2.6% | -25.4% | +28.1% | +7.9% |
| 10Y | +379.4% | +115.6% | +263.9% | +290.8% |
| All | +17,983.8% | +9,942.2% | +8,041.6% | +6,614.0% |
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