+550.7%
ISRG vs TMUS
+248.1%
+302.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.8% |
| 7D | -6.8% | +8.2% | -14.9% | -9.5% |
| 30D | +5.1% | +13.4% | -8.2% | -0.2% |
| 3M | +12.0% | -3.0% | +15.1% | +12.0% |
| 6M | +7.0% | -8.8% | +15.8% | +8.9% |
| YTD | -20.6% | -13.8% | -6.8% | -18.3% |
| 1Y | -21.4% | -17.1% | -4.4% | -17.8% |
| 3Y | +62.0% | +22.7% | +39.3% | +35.1% |
| 5Y | +28.1% | +52.8% | -24.7% | -5.2% |
| 10Y | +550.7% | +244.6% | +306.1% | +266.0% |
| All | +550.7% | +248.1% | +302.6% | +266.0% |
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