+386.2%
ISRG vs TDY
+479.2%
-93.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.8% |
| 7D | +0.7% | -1.1% | +1.8% | +1.3% |
| 30D | -8.0% | -12.0% | +4.0% | -1.7% |
| 3M | -10.6% | -3.2% | -7.4% | -9.5% |
| 6M | -25.1% | -7.9% | -17.2% | -22.5% |
| YTD | -34.8% | +18.2% | -53.0% | -41.6% |
| 1Y | -19.0% | +6.7% | -25.7% | -23.7% |
| 3Y | +22.1% | +47.5% | -25.5% | -5.3% |
| 5Y | +8.2% | +39.5% | -31.3% | -13.8% |
| All | +386.2% | +479.2% | -93.1% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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