+378.3%
ISRG vs TER
+1,677.3%
-1,299.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -2.4% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -2.3% | -8.3% | +6.0% | -0.6% |
| 3M | -12.4% | -12.2% | -0.2% | -13.5% |
| 6M | -26.8% | +17.1% | -43.9% | -36.6% |
| YTD | -35.3% | +84.7% | -119.9% | -53.1% |
| 1Y | -19.3% | +199.9% | -219.2% | -52.5% |
| 3Y | +18.1% | +232.8% | -214.6% | -38.5% |
| 5Y | +2.6% | +198.6% | -195.9% | -47.0% |
| All | +378.3% | +1,677.3% | -1,299.0% | +16.2% |
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