-19.9%
ISRG vs TKO
-2.5%
-17.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -10.2% | -2.6% | -7.5% | -9.7% |
| 3M | -12.5% | -7.8% | -4.7% | -11.4% |
| 6M | -25.8% | -7.0% | -18.8% | -25.6% |
| YTD | -36.4% | -8.5% | -27.8% | -35.8% |
| 1Y | -19.9% | -1.3% | -18.6% | -20.0% |
| All | -19.9% | -2.5% | -17.4% | -20.0% |
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