+59.1%
ISRG vs TAP
-24.3%
+83.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -6.8% | -8.0% | +1.2% | -5.9% |
| 30D | +5.1% | +4.1% | +1.1% | +4.9% |
| 3M | +12.0% | -4.4% | +16.4% | +12.6% |
| 6M | +7.0% | -1.9% | +9.0% | +7.2% |
| YTD | -20.6% | -12.1% | -8.6% | -20.5% |
| 1Y | -21.4% | -12.0% | -9.4% | -21.3% |
| All | +59.1% | -24.3% | +83.5% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling