+16.8%
ISRG vs TKO
+103.5%
-86.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | -10.2% | +0.9% | -11.1% | -10.5% |
| 3M | -17.2% | -6.2% | -11.0% | -16.2% |
| 6M | -28.4% | -5.6% | -22.8% | -27.9% |
| YTD | -37.6% | -7.8% | -29.8% | -36.9% |
| 1Y | -24.4% | -1.2% | -23.2% | -25.1% |
| All | +16.8% | +103.5% | -86.7% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling