-19.3%
ISRG vs TEL
+2.3%
-21.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -1.6% | +3.0% | -4.5% | -2.1% |
| 30D | -2.3% | -3.9% | +1.7% | -1.7% |
| 3M | -12.4% | -5.1% | -7.3% | -11.8% |
| 6M | -26.8% | +0.6% | -27.4% | -28.4% |
| YTD | -35.3% | -7.3% | -28.0% | -35.6% |
| 1Y | -19.3% | +1.1% | -20.5% | -23.1% |
| All | -19.3% | +2.3% | -21.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1y: compounded portfolio wealth divided by compounded TEL 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…
1y analysis · Full analysis span regression · 6 months rolling