+4.2%
ISRG vs TEM
+79.0%
-74.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.7% | +6.5% | +1.4% |
| 7D | -2.0% | -5.9% | +3.8% | -1.5% |
| 30D | +5.6% | +4.8% | +0.8% | +4.8% |
| 3M | +10.5% | +31.9% | -21.3% | +6.3% |
| 6M | +2.6% | +56.0% | -53.4% | -3.7% |
| YTD | -21.7% | +21.3% | -42.9% | -25.0% |
| 1Y | -21.6% | +5.4% | -26.9% | -24.0% |
| All | +4.2% | +79.0% | -74.8% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling