+2.0%
ISRG vs TMF
-87.5%
+89.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.6% | -1.4% | -0.1% | -1.5% |
| 30D | -2.3% | -2.8% | +0.6% | -2.1% |
| 3M | -12.4% | -10.9% | -1.5% | -11.7% |
| 6M | -26.8% | -21.3% | -5.5% | -25.6% |
| YTD | -35.3% | -15.9% | -19.4% | -34.5% |
| 1Y | -19.3% | -15.7% | -3.6% | -18.5% |
| 3Y | +18.1% | -43.4% | +61.5% | +20.3% |
| All | +2.0% | -87.5% | +89.5% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling