-10.5%
ISRG vs TFC
+20.8%
-31.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.4% | +8.3% |
| 7D | +8.5% | +5.1% | +3.5% | +6.7% |
| 30D | +18.6% | +9.8% | +8.8% | +15.0% |
| 3M | +30.9% | -2.4% | +33.4% | +31.8% |
| 6M | +6.6% | +4.9% | +1.7% | +4.6% |
| YTD | -14.9% | +6.6% | -21.4% | -18.0% |
| 1Y | -10.5% | +21.3% | -31.8% | -22.4% |
| All | -10.5% | +20.8% | -31.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling