+539.2%
ISRG vs TCOM
+5.9%
+533.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | -2.0% | -1.8% | -0.3% | -1.7% |
| 30D | +5.6% | +12.1% | -6.5% | +3.0% |
| 3M | +10.5% | -3.2% | +13.7% | +11.2% |
| 6M | +2.6% | -16.6% | +19.3% | +6.2% |
| YTD | -21.7% | -39.4% | +17.7% | -13.7% |
| 1Y | -21.6% | -41.5% | +20.0% | -12.9% |
| 3Y | +57.0% | +24.4% | +32.7% | +41.9% |
| 5Y | +25.0% | +41.6% | -16.6% | +2.6% |
| All | +539.2% | +5.9% | +533.3% | +401.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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