+17,983.8%
ISRG vs TDY
+4,574.8%
+13,409.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | -2.3% | -10.7% | +8.4% | +1.8% |
| 3M | -12.4% | -1.3% | -11.2% | -12.3% |
| 6M | -26.8% | -10.6% | -16.3% | -24.2% |
| YTD | -35.3% | +19.6% | -54.8% | -40.0% |
| 1Y | -19.3% | +11.6% | -31.0% | -23.6% |
| 3Y | +18.1% | +45.2% | -27.1% | +1.1% |
| 5Y | +2.6% | +36.1% | -33.4% | -9.9% |
| 10Y | +379.4% | +458.8% | -79.4% | +159.7% |
| All | +17,983.8% | +4,574.8% | +13,409.0% | +7,711.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling