+57.0%
ISRG vs TFC
+97.5%
-40.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -2.0% | +2.3% | -4.3% | -2.9% |
| 30D | +5.6% | +10.8% | -5.3% | +1.7% |
| 3M | +10.5% | -3.8% | +14.3% | +12.1% |
| 6M | +2.6% | +9.6% | -7.0% | -1.1% |
| YTD | -21.7% | +5.8% | -27.5% | -23.8% |
| 1Y | -21.6% | +16.2% | -37.7% | -26.5% |
| 3Y | +57.0% | +96.0% | -38.9% | +28.9% |
| All | +57.0% | +97.5% | -40.5% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling