+2.0%
ISRG vs TER
+197.9%
-195.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -2.0% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -2.3% | -8.3% | +6.0% | -1.0% |
| 3M | -12.4% | -12.2% | -0.2% | -13.2% |
| 6M | -26.8% | +17.1% | -43.9% | -34.9% |
| YTD | -35.3% | +84.7% | -119.9% | -50.6% |
| 1Y | -19.3% | +199.9% | -219.2% | -48.9% |
| 3Y | +18.1% | +232.8% | -214.6% | -34.2% |
| All | +2.0% | +197.9% | -195.9% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling