+6.3%
ISRG vs TEM
+90.1%
-83.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.0% | -11.3% | -4.1% |
| 7D | +4.8% | +5.3% | -0.5% | +4.2% |
| 30D | +9.2% | +8.1% | +1.1% | +8.2% |
| 3M | +21.2% | +64.9% | -43.7% | +14.0% |
| 6M | +0.2% | +42.1% | -41.9% | -4.9% |
| YTD | -20.1% | +28.8% | -48.8% | -23.9% |
| 1Y | -17.3% | +5.5% | -22.8% | -19.9% |
| All | +6.3% | +90.1% | -83.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling