+536.3%
ISRG vs TFC
+90.1%
+446.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | +5.4% | +0.3% | +5.1% | +5.4% |
| 30D | +8.6% | +9.2% | -0.5% | +5.3% |
| 3M | +21.6% | -2.9% | +24.5% | +22.8% |
| 6M | +2.3% | +3.5% | -1.2% | +0.8% |
| YTD | -18.7% | +5.4% | -24.1% | -20.7% |
| 1Y | -17.8% | +17.3% | -35.1% | -22.9% |
| 3Y | +69.1% | +96.7% | -27.6% | +29.2% |
| 5Y | +26.5% | -1.1% | +27.6% | +21.3% |
| 10Y | +536.3% | +84.7% | +451.5% | +370.9% |
| All | +536.3% | +90.1% | +446.2% | +370.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling