+537.3%
ISRG vs THC
+1,758.3%
-1,221.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +2.1% | +8.8% | -6.7% | +0.3% |
| 30D | +6.2% | +10.0% | -3.9% | +4.0% |
| 3M | +14.4% | +11.7% | +2.7% | +11.5% |
| 6M | 0.0% | +52.5% | -52.5% | -9.5% |
| YTD | -20.5% | +46.1% | -66.6% | -27.9% |
| 1Y | -21.9% | +49.1% | -71.0% | -29.6% |
| 3Y | +62.2% | +439.6% | -377.5% | +7.5% |
| 5Y | +25.2% | +263.2% | -238.0% | -12.1% |
| 10Y | +537.3% | +1,900.5% | -1,363.2% | +214.3% |
| All | +537.3% | +1,758.3% | -1,221.0% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling