+126.9%
ISRG vs TE
-75.9%
+202.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.9% | -3.6% |
| 7D | +4.8% | -12.6% | +17.4% | +5.5% |
| 30D | +9.2% | -36.7% | +46.0% | +11.8% |
| 3M | +21.2% | -57.5% | +78.6% | +26.4% |
| 6M | +0.2% | -55.2% | +55.5% | +1.9% |
| YTD | -20.1% | -64.7% | +44.6% | -18.7% |
| 1Y | -17.3% | -35.9% | +18.5% | -20.3% |
| 3Y | +63.3% | -31.8% | +95.1% | +43.3% |
| 5Y | +24.1% | -79.4% | +103.5% | +21.9% |
| All | +126.9% | -75.9% | +202.8% | +128.6% |
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