-25.5%
ISRG vs TFC
+13.2%
-38.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -3.8% |
| 7D | -5.2% | +2.2% | -7.4% | -5.8% |
| 30D | -7.6% | -2.5% | -5.1% | -6.8% |
| 3M | -16.4% | +4.5% | -20.9% | -17.6% |
| 6M | -28.6% | +11.0% | -39.5% | -31.2% |
| YTD | -38.2% | +5.9% | -44.1% | -39.7% |
| 1Y | -25.5% | +14.6% | -40.1% | -30.2% |
| All | -25.5% | +13.2% | -38.7% | -30.2% |
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