-10.5%
ISRG vs TKO
+5.6%
-16.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.4% | +6.0% | +8.7% |
| 7D | +8.5% | +11.3% | -2.7% | +6.6% |
| 30D | +18.6% | +9.3% | +9.3% | +16.8% |
| 3M | +30.9% | +5.3% | +25.6% | +29.7% |
| 6M | +6.6% | +4.9% | +1.7% | +5.1% |
| YTD | -14.9% | -6.3% | -8.6% | -14.4% |
| 1Y | -10.5% | +4.9% | -15.4% | -11.5% |
| All | -10.5% | +5.6% | -16.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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