+3.5%
ISRG vs TDG
+125.6%
-122.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.8% |
| 7D | -5.0% | -2.4% | -2.6% | -3.7% |
| 30D | -10.2% | -8.0% | -2.2% | -6.0% |
| 3M | -17.2% | -10.5% | -6.7% | -12.1% |
| 6M | -28.4% | -11.9% | -16.5% | -23.7% |
| YTD | -37.6% | -15.4% | -22.3% | -32.4% |
| 1Y | -24.4% | -14.2% | -10.2% | -19.0% |
| 3Y | +18.4% | +51.0% | -32.6% | -12.9% |
| All | +3.5% | +125.6% | -122.1% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling