+370.1%
ISRG vs TD
+295.5%
+74.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.5% |
| 7D | -5.0% | -1.9% | -3.1% | -3.9% |
| 30D | -10.2% | -1.6% | -8.6% | -9.5% |
| 3M | -17.2% | +4.6% | -21.8% | -19.7% |
| 6M | -28.4% | +26.8% | -55.2% | -38.2% |
| YTD | -37.6% | +28.3% | -66.0% | -46.6% |
| 1Y | -24.4% | +60.4% | -84.9% | -43.5% |
| 3Y | +18.4% | +125.7% | -107.3% | -29.5% |
| 5Y | -1.0% | +122.4% | -123.3% | -40.8% |
| 10Y | +370.1% | +297.1% | +73.0% | +100.8% |
| All | +370.1% | +295.5% | +74.6% | +100.8% |
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