+533.8%
ISRG vs TMF
-81.8%
+615.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -2.2% |
| 7D | -6.1% | -8.2% | +2.1% | -6.3% |
| 30D | +4.2% | +5.3% | -1.1% | +4.4% |
| 3M | +9.6% | -8.5% | +18.1% | +9.4% |
| 6M | +1.9% | -17.2% | +19.0% | +1.4% |
| YTD | -22.3% | -23.4% | +1.1% | -22.8% |
| 1Y | -23.2% | -30.2% | +7.1% | -23.9% |
| 3Y | +58.5% | -32.9% | +91.5% | +57.6% |
| 5Y | +23.9% | -88.5% | +112.5% | +3.8% |
| All | +533.8% | -81.8% | +615.7% | +490.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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