+23.9%
ISRG vs TMF
-88.0%
+111.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +4.8% | +1.2% | +3.6% | +4.7% |
| 30D | +9.2% | +19.7% | -10.5% | +7.8% |
| 3M | +21.2% | -2.1% | +23.3% | +21.3% |
| 6M | +0.2% | -13.4% | +13.7% | +1.2% |
| YTD | -20.1% | -16.7% | -3.3% | -19.1% |
| 1Y | -17.3% | -23.3% | +6.0% | -15.9% |
| 3Y | +63.3% | -24.8% | +88.1% | +63.4% |
| All | +23.9% | -88.0% | +111.9% | +22.3% |
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