+2,767.3%
ISRG vs TEL
+759.0%
+2,008.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | +2.1% | -0.9% | +3.0% | +2.5% |
| 30D | +6.2% | -0.2% | +6.4% | +5.9% |
| 3M | +14.4% | +2.0% | +12.4% | +12.1% |
| 6M | 0.0% | +6.4% | -6.4% | -5.0% |
| YTD | -20.5% | -3.2% | -17.3% | -22.4% |
| 1Y | -21.9% | -11.2% | -10.7% | -20.4% |
| 3Y | +62.2% | +79.8% | -17.6% | +9.3% |
| 5Y | +25.2% | +46.6% | -21.4% | -5.9% |
| 10Y | +537.3% | +288.1% | +249.2% | +176.7% |
| All | +2,767.3% | +759.0% | +2,008.3% | +607.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling