+2.0%
ISRG vs TAP
+2.2%
-0.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | -2.3% | -2.1% | -0.1% | -2.0% |
| 3M | -12.4% | +6.6% | -19.1% | -13.3% |
| 6M | -26.8% | -11.5% | -15.3% | -25.7% |
| YTD | -35.3% | -10.3% | -25.0% | -34.6% |
| 1Y | -19.3% | -14.4% | -4.9% | -17.9% |
| 3Y | +18.1% | -28.3% | +46.4% | +23.6% |
| All | +2.0% | +2.2% | -0.2% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling