+4,114.9%
ISRG vs TDG
+13,892.6%
-9,777.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.3% |
| 7D | -2.0% | +1.7% | -3.7% | -2.8% |
| 30D | +5.6% | +9.7% | -4.1% | +1.2% |
| 3M | +10.5% | -2.3% | +12.9% | +11.5% |
| 6M | +2.6% | +1.3% | +1.3% | +1.8% |
| YTD | -21.7% | -8.5% | -13.2% | -19.2% |
| 1Y | -21.6% | -8.1% | -13.4% | -19.3% |
| 3Y | +57.0% | +43.4% | +13.6% | +31.0% |
| 5Y | +25.0% | +127.8% | -102.8% | -15.6% |
| 10Y | +542.1% | +554.4% | -12.3% | +146.4% |
| All | +4,114.9% | +13,892.6% | -9,777.8% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling