+550.7%
ISRG vs TER
+1,093.5%
-542.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -2.3% |
| 7D | -6.8% | +5.9% | -12.6% | -8.7% |
| 30D | +5.1% | -30.8% | +35.9% | +14.4% |
| 3M | +12.0% | -29.9% | +42.0% | +19.5% |
| 6M | +7.0% | -27.5% | +34.5% | +7.1% |
| YTD | -20.6% | +37.5% | -58.1% | -39.3% |
| 1Y | -21.4% | +50.3% | -71.7% | -42.1% |
| 3Y | +62.0% | +204.9% | -142.9% | -18.6% |
| 5Y | +28.1% | +89.2% | -61.0% | -25.0% |
| 10Y | +550.7% | +1,077.0% | -526.3% | +78.0% |
| All | +550.7% | +1,093.5% | -542.8% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling