+2.0%
ISRG vs TFC
+16.2%
-14.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.6% | +2.4% | -4.0% | -2.4% |
| 30D | -2.3% | -1.3% | -1.0% | -1.9% |
| 3M | -12.4% | +6.1% | -18.5% | -14.4% |
| 6M | -26.8% | +7.3% | -34.2% | -28.8% |
| YTD | -35.3% | +8.2% | -43.5% | -37.3% |
| 1Y | -19.3% | +14.4% | -33.8% | -23.6% |
| 3Y | +18.1% | +93.7% | -75.6% | -7.5% |
| All | +2.0% | +16.2% | -14.2% | -3.9% |
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