+378.3%
ISRG vs TMUS
+306.4%
+71.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.6% | +0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -2.3% | +5.3% | -7.5% | -4.3% |
| 3M | -12.4% | +3.1% | -15.6% | -14.1% |
| 6M | -26.8% | -16.5% | -10.4% | -22.3% |
| YTD | -35.3% | -9.2% | -26.1% | -34.0% |
| 1Y | -19.3% | -26.5% | +7.2% | -10.2% |
| 3Y | +18.1% | +39.0% | -20.9% | -5.1% |
| 5Y | +2.6% | +40.4% | -37.7% | -19.0% |
| All | +378.3% | +306.4% | +71.9% | +159.1% |
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