+374.7%
ISRG vs TKO
+985.8%
-611.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | -10.2% | -2.6% | -7.5% | -9.7% |
| 3M | -12.5% | -7.8% | -4.7% | -11.2% |
| 6M | -25.8% | -7.0% | -18.8% | -25.0% |
| YTD | -36.4% | -8.5% | -27.8% | -35.6% |
| 1Y | -19.9% | -1.3% | -18.6% | -20.5% |
| 3Y | +20.9% | +105.0% | -84.1% | +0.2% |
| 5Y | +5.7% | +292.9% | -287.3% | -25.9% |
| All | +374.7% | +985.8% | -611.1% | +209.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling