-19.9%
ISRG vs TNA
+50.2%
-70.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.1% | +2.5% |
| 7D | -2.5% | -7.6% | +5.1% | -1.4% |
| 30D | -10.2% | -13.6% | +3.5% | -8.2% |
| 3M | -12.5% | +2.8% | -15.3% | -13.0% |
| 6M | -25.8% | +34.5% | -60.3% | -29.9% |
| YTD | -36.4% | +41.0% | -77.4% | -40.4% |
| 1Y | -19.9% | +52.0% | -71.9% | -27.6% |
| All | -19.9% | +50.2% | -70.1% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling