-23.2%
ISRG vs TMUS
-17.5%
-5.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.1% |
| 7D | -6.1% | +6.5% | -12.6% | -6.2% |
| 30D | +4.2% | +11.3% | -7.0% | +4.1% |
| 3M | +9.6% | -2.9% | +12.5% | +9.8% |
| 6M | +1.9% | -10.5% | +12.4% | +0.8% |
| YTD | -22.3% | -14.4% | -7.9% | -23.9% |
| 1Y | -23.2% | -17.9% | -5.3% | -24.8% |
| All | -23.2% | -17.5% | -5.6% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling