+539.2%
ISRG vs TDG
+551.7%
-12.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.3% |
| 7D | -2.0% | +1.7% | -3.7% | -2.7% |
| 30D | +5.6% | +9.7% | -4.1% | +1.4% |
| 3M | +10.5% | -2.3% | +12.9% | +11.5% |
| 6M | +2.6% | +1.3% | +1.3% | +1.9% |
| YTD | -21.7% | -8.5% | -13.2% | -19.3% |
| 1Y | -21.6% | -8.1% | -13.4% | -19.3% |
| 3Y | +57.0% | +43.4% | +13.6% | +32.0% |
| 5Y | +25.0% | +127.8% | -102.8% | -14.3% |
| All | +539.2% | +551.7% | -12.5% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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