+2,236.3%
ISRG vs TEL
+723.0%
+1,513.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -1.6% | +3.0% | -4.5% | -3.2% |
| 30D | -2.3% | -3.9% | +1.7% | -0.5% |
| 3M | -12.4% | -5.1% | -7.3% | -10.8% |
| 6M | -26.8% | +0.6% | -27.4% | -28.9% |
| YTD | -35.3% | -7.3% | -28.0% | -34.8% |
| 1Y | -19.3% | +1.1% | -20.5% | -23.0% |
| 3Y | +18.1% | +63.7% | -45.6% | -15.7% |
| 5Y | +2.6% | +50.7% | -48.0% | -23.7% |
| 10Y | +379.4% | +290.2% | +89.3% | +108.9% |
| All | +2,236.3% | +723.0% | +1,513.3% | +493.7% |
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