+370.1%
ISRG vs TEL
+291.3%
+78.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +1.0% |
| 7D | -5.0% | +1.2% | -6.2% | -5.7% |
| 30D | -10.2% | -4.1% | -6.1% | -8.3% |
| 3M | -17.2% | -2.6% | -14.6% | -16.7% |
| 6M | -28.4% | 0.0% | -28.4% | -30.5% |
| YTD | -37.6% | -9.1% | -28.6% | -36.6% |
| 1Y | -24.4% | -0.8% | -23.6% | -27.8% |
| 3Y | +18.4% | +67.4% | -48.9% | -21.9% |
| 5Y | -1.0% | +51.8% | -52.7% | -31.2% |
| 10Y | +370.1% | +299.4% | +70.7% | +86.5% |
| All | +370.1% | +291.3% | +78.8% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling