+22,229.9%
ISRG vs TAP
+119.9%
+22,110.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.1% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | +9.2% | +9.1% | +0.1% | +6.4% |
| 3M | +21.2% | -3.8% | +25.0% | +22.1% |
| 6M | +0.2% | -3.4% | +3.7% | +0.9% |
| YTD | -20.1% | -10.6% | -9.4% | -18.4% |
| 1Y | -17.3% | -4.4% | -12.9% | -17.4% |
| 3Y | +63.3% | -24.4% | +87.7% | +71.5% |
| 5Y | +24.1% | +2.1% | +22.0% | +16.9% |
| 10Y | +507.0% | -48.7% | +555.7% | +564.2% |
| All | +22,229.9% | +119.9% | +22,110.0% | +15,595.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling