+25.5%
ISRG vs TFC
+1.3%
+24.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -2.0% | +2.3% | -4.3% | -2.8% |
| 30D | +5.6% | +10.8% | -5.3% | +1.9% |
| 3M | +10.5% | -3.8% | +14.3% | +12.0% |
| 6M | +2.6% | +9.6% | -7.0% | -0.8% |
| YTD | -21.7% | +5.8% | -27.5% | -23.6% |
| 1Y | -21.6% | +16.2% | -37.7% | -26.0% |
| 3Y | +57.0% | +96.0% | -38.9% | +22.5% |
| All | +25.5% | +1.3% | +24.2% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling