+539.2%
ISRG vs TNA
+33.3%
+505.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | -2.0% | +3.7% | -5.8% | -3.1% |
| 30D | +5.6% | +4.4% | +1.2% | +3.8% |
| 3M | +10.5% | -26.7% | +37.2% | +19.4% |
| 6M | +2.6% | -12.8% | +15.4% | +4.6% |
| YTD | -21.7% | +22.7% | -44.3% | -28.6% |
| 1Y | -21.6% | +35.7% | -57.2% | -30.9% |
| 3Y | +57.0% | +134.6% | -77.5% | +5.2% |
| 5Y | +25.0% | -46.0% | +71.0% | +16.4% |
| All | +539.2% | +33.3% | +505.9% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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