-20.1%
ISRG vs TFC
+16.9%
-37.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +8.6% | +9.2% | -0.5% | +5.7% |
| 3M | +21.6% | -2.9% | +24.5% | +22.6% |
| 6M | +2.3% | +3.5% | -1.2% | +1.1% |
| YTD | -18.7% | +5.4% | -24.1% | -21.0% |
| All | -20.1% | +16.9% | -37.0% | -27.1% |
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