+536.3%
ISRG vs TAP
-49.5%
+585.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +5.4% | -7.8% | +13.2% | +7.5% |
| 30D | +8.6% | +7.1% | +1.5% | +6.8% |
| 3M | +21.6% | -7.0% | +28.6% | +23.4% |
| 6M | +2.3% | -3.8% | +6.1% | +3.0% |
| YTD | -18.7% | -11.7% | -7.0% | -17.1% |
| 1Y | -17.8% | -10.1% | -7.6% | -16.6% |
| 3Y | +69.1% | -23.7% | +92.8% | +75.8% |
| 5Y | +26.5% | +2.9% | +23.6% | +19.2% |
| 10Y | +536.3% | -49.5% | +585.8% | +529.8% |
| All | +536.3% | -49.5% | +585.8% | +529.8% |
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