+537.3%
ISRG vs TAP
-48.8%
+586.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +2.1% | -4.5% | +6.6% | +3.3% |
| 30D | +6.2% | +7.5% | -1.3% | +4.3% |
| 3M | +14.4% | -4.9% | +19.3% | +15.5% |
| 6M | 0.0% | -3.5% | +3.5% | +0.6% |
| YTD | -20.5% | -11.4% | -9.1% | -19.0% |
| 1Y | -21.9% | -10.8% | -11.1% | -20.7% |
| 3Y | +62.2% | -24.5% | +86.7% | +69.1% |
| 5Y | +25.2% | +2.5% | +22.7% | +18.2% |
| 10Y | +537.3% | -47.6% | +584.9% | +516.8% |
| All | +537.3% | -48.8% | +586.2% | +516.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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