+17.4%
ISRG vs TCOM
+13.4%
+4.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.3% |
| 7D | -5.2% | -7.6% | +2.4% | -4.0% |
| 30D | -7.6% | -12.2% | +4.7% | -5.6% |
| 3M | -16.4% | -14.2% | -2.1% | -14.5% |
| 6M | -28.6% | -25.0% | -3.6% | -25.5% |
| YTD | -38.2% | -43.7% | +5.5% | -32.9% |
| 1Y | -25.5% | -44.5% | +19.0% | -19.0% |
| 3Y | +17.4% | +13.4% | +4.0% | +14.5% |
| All | +17.4% | +13.4% | +4.0% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling