+537.3%
ISRG vs TD
+303.3%
+234.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +2.1% | -0.7% | +2.8% | +2.6% |
| 30D | +6.2% | +7.6% | -1.5% | +1.8% |
| 3M | +14.4% | +3.0% | +11.4% | +12.3% |
| 6M | 0.0% | +16.8% | -16.8% | -9.2% |
| YTD | -20.5% | +34.3% | -54.9% | -33.8% |
| 1Y | -21.9% | +56.0% | -77.9% | -40.6% |
| 3Y | +62.2% | +132.4% | -70.2% | -4.9% |
| 5Y | +25.2% | +103.7% | -78.5% | -20.6% |
| 10Y | +537.3% | +299.2% | +238.2% | +170.3% |
| All | +537.3% | +303.3% | +234.0% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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