+83.7%
ISRG vs TE
-53.0%
+136.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | -1.6% | -4.0% | +2.4% | -1.4% |
| 30D | -2.3% | -15.9% | +13.6% | -1.4% |
| 3M | -12.4% | -60.5% | +48.1% | -8.3% |
| 6M | -26.8% | -35.2% | +8.4% | -27.0% |
| YTD | -35.3% | -31.1% | -4.1% | -36.3% |
| 1Y | -19.3% | +148.6% | -168.0% | -30.3% |
| 3Y | +18.1% | -26.4% | +44.5% | +10.0% |
| 5Y | +2.6% | -48.0% | +50.7% | -2.7% |
| All | +83.7% | -53.0% | +136.7% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling