+537.3%
ISRG vs TMUS
+235.5%
+301.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +2.1% | +9.5% | -7.4% | -1.3% |
| 30D | +6.2% | +13.8% | -7.6% | +0.6% |
| 3M | +14.4% | -4.6% | +19.0% | +15.1% |
| 6M | 0.0% | -11.7% | +11.7% | +3.1% |
| YTD | -20.5% | -15.4% | -5.2% | -17.6% |
| 1Y | -21.9% | -16.1% | -5.8% | -18.8% |
| 3Y | +62.2% | +20.5% | +41.7% | +36.2% |
| 5Y | +25.2% | +48.7% | -23.6% | -6.4% |
| 10Y | +537.3% | +240.8% | +296.5% | +261.2% |
| All | +537.3% | +235.5% | +301.8% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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