-25.5%
ISRG vs TEM
-20.5%
-5.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.5% |
| 7D | -5.2% | +3.2% | -8.4% | -5.4% |
| 30D | -7.6% | +23.5% | -31.1% | -10.0% |
| 3M | -16.4% | +32.3% | -48.7% | -19.8% |
| 6M | -28.6% | +23.0% | -51.6% | -31.5% |
| YTD | -38.2% | +8.9% | -47.0% | -40.1% |
| 1Y | -25.5% | -19.9% | -5.6% | -27.6% |
| All | -25.5% | -20.5% | -5.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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