+17,168.2%
ISRG vs TKO
+2,583.6%
+14,584.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.0% | -9.5% | -5.6% |
| 7D | -5.2% | +7.2% | -12.3% | -6.7% |
| 30D | -7.6% | +4.7% | -12.3% | -8.6% |
| 3M | -16.4% | -3.2% | -13.1% | -16.0% |
| 6M | -28.6% | -2.9% | -25.7% | -28.5% |
| YTD | -38.2% | -5.8% | -32.4% | -37.8% |
| 1Y | -25.5% | -1.1% | -24.4% | -26.1% |
| 3Y | +17.4% | +111.1% | -93.7% | -3.1% |
| 5Y | -3.0% | +315.6% | -318.5% | -32.1% |
| 10Y | +356.0% | +978.5% | -622.5% | +142.6% |
| All | +17,168.2% | +2,583.6% | +14,584.6% | +6,323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling