+536.3%
ISRG vs TMUS
+260.7%
+275.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.2% |
| 7D | +5.4% | +5.3% | +0.1% | +3.4% |
| 30D | +8.6% | +13.5% | -4.9% | +3.1% |
| 3M | +21.6% | -4.2% | +25.8% | +22.1% |
| 6M | +2.3% | -11.9% | +14.2% | +5.6% |
| YTD | -18.7% | -15.6% | -3.1% | -15.6% |
| 1Y | -17.8% | -16.8% | -1.0% | -14.3% |
| 3Y | +69.1% | +20.8% | +48.3% | +41.8% |
| 5Y | +26.5% | +48.0% | -21.6% | -5.2% |
| 10Y | +536.3% | +234.7% | +301.5% | +250.2% |
| All | +536.3% | +260.7% | +275.5% | +250.2% |
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