+2,726.2%
ISRG vs TEL
+753.4%
+1,972.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -2.0% | +4.5% | -6.5% | -4.3% |
| 30D | +5.6% | +2.9% | +2.7% | +3.6% |
| 3M | +10.5% | +1.1% | +9.4% | +8.8% |
| 6M | +2.6% | +5.0% | -2.4% | -1.8% |
| YTD | -21.7% | -3.9% | -17.8% | -23.2% |
| 1Y | -21.6% | -7.4% | -14.1% | -21.8% |
| 3Y | +57.0% | +81.0% | -24.0% | +5.5% |
| 5Y | +25.0% | +42.3% | -17.3% | -4.6% |
| 10Y | +542.1% | +284.8% | +257.3% | +180.0% |
| All | +2,726.2% | +753.4% | +1,972.9% | +599.6% |
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