+386.2%
ISRG vs TDG
+547.7%
-161.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.9% |
| 7D | +0.7% | -1.9% | +2.5% | +1.5% |
| 30D | -8.0% | -7.7% | -0.3% | -4.8% |
| 3M | -10.6% | -9.3% | -1.3% | -6.7% |
| 6M | -25.1% | -9.4% | -15.7% | -22.1% |
| YTD | -34.8% | -14.3% | -20.6% | -30.8% |
| 1Y | -19.0% | -11.8% | -7.2% | -15.3% |
| 3Y | +22.1% | +52.0% | -29.9% | +0.2% |
| 5Y | +8.2% | +128.8% | -120.6% | -25.4% |
| All | +386.2% | +547.7% | -161.5% | +132.3% |
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