+125.5%
ISRG vs TE
-78.8%
+204.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.3% | -1.7% |
| 7D | +2.1% | -26.9% | +29.0% | +3.8% |
| 30D | +6.2% | -38.9% | +45.1% | +8.8% |
| 3M | +14.4% | -61.0% | +75.4% | +20.0% |
| 6M | 0.0% | -66.4% | +66.4% | +3.6% |
| YTD | -20.5% | -69.0% | +48.5% | -18.6% |
| 1Y | -21.9% | -54.0% | +32.1% | -22.9% |
| 3Y | +62.2% | +38.0% | +24.2% | +29.5% |
| 5Y | +25.2% | -81.0% | +106.2% | +23.8% |
| All | +125.5% | -78.8% | +204.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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