+25,217.7%
ISRG vs TCOM
+2,870.5%
+22,347.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -6.8% | +2.2% | -8.9% | -7.2% |
| 30D | +5.1% | +12.5% | -7.4% | +2.6% |
| 3M | +12.0% | -5.6% | +17.6% | +13.2% |
| 6M | +7.0% | -16.5% | +23.5% | +10.5% |
| YTD | -20.6% | -39.4% | +18.7% | -13.1% |
| 1Y | -21.4% | -41.0% | +19.5% | -13.5% |
| 3Y | +62.0% | +29.2% | +32.8% | +47.3% |
| 5Y | +28.1% | +41.6% | -13.5% | +7.7% |
| 10Y | +550.7% | +6.6% | +544.1% | +447.7% |
| All | +25,217.7% | +2,870.5% | +22,347.2% | +9,713.2% |
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 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