+20,552.7%
ISRG vs TCOM
+2,694.8%
+17,857.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -1.6% | -9.5% | +7.9% | +0.4% |
| 30D | -2.3% | -10.7% | +8.5% | -0.1% |
| 3M | -12.4% | -14.6% | +2.2% | -9.9% |
| 6M | -26.8% | -19.3% | -7.5% | -24.0% |
| YTD | -35.3% | -42.9% | +7.7% | -28.2% |
| 1Y | -19.3% | -43.8% | +24.5% | -10.4% |
| 3Y | +18.1% | +2.1% | +16.0% | +12.6% |
| 5Y | +2.6% | +31.2% | -28.6% | -12.6% |
| 10Y | +379.4% | -13.9% | +393.4% | +320.7% |
| All | +20,552.7% | +2,694.8% | +17,857.9% | +8,007.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling