+356.0%
ISRG vs TFC
+100.2%
+255.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -3.7% |
| 7D | -5.2% | +2.2% | -7.4% | -5.9% |
| 30D | -7.6% | -2.5% | -5.1% | -6.8% |
| 3M | -16.4% | +4.5% | -20.9% | -17.8% |
| 6M | -28.6% | +11.0% | -39.5% | -31.4% |
| YTD | -38.2% | +5.9% | -44.1% | -39.8% |
| 1Y | -25.5% | +14.6% | -40.1% | -29.6% |
| 3Y | +17.4% | +96.7% | -79.3% | -10.3% |
| 5Y | -3.0% | +15.6% | -18.5% | -12.3% |
| 10Y | +356.0% | +98.6% | +257.4% | +247.7% |
| All | +356.0% | +100.2% | +255.7% | +247.7% |
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