+80.6%
ISRG vs TE
-53.2%
+133.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.7% | +8.8% | +2.4% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | -10.2% | -16.3% | +6.1% | -9.4% |
| 3M | -12.5% | -40.8% | +28.2% | -10.7% |
| 6M | -25.8% | -42.6% | +16.8% | -25.4% |
| YTD | -36.4% | -31.4% | -4.9% | -37.4% |
| 1Y | -19.9% | +144.9% | -164.8% | -30.8% |
| 3Y | +20.9% | -26.0% | +46.9% | +12.3% |
| 5Y | +5.7% | -48.5% | +54.1% | +0.1% |
| All | +80.6% | -53.2% | +133.8% | +76.0% |
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