+539.2%
ISRG vs TKO
+1,121.1%
-581.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | -2.0% | +2.3% | -4.3% | -2.6% |
| 30D | +5.6% | +13.4% | -7.8% | +2.5% |
| 3M | +10.5% | -1.7% | +12.3% | +10.8% |
| 6M | +2.6% | +7.2% | -4.6% | +0.4% |
| YTD | -21.7% | -5.4% | -16.3% | -21.4% |
| 1Y | -21.6% | +8.7% | -30.3% | -23.9% |
| 3Y | +57.0% | +150.4% | -93.4% | +24.4% |
| 5Y | +25.0% | +276.6% | -251.6% | -12.2% |
| All | +539.2% | +1,121.1% | -581.9% | +285.4% |
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