-1.8%
ISRG vs TNA
-18.8%
+16.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.2% |
| 7D | -5.2% | +4.1% | -9.2% | -6.2% |
| 30D | -7.6% | -7.6% | +0.1% | -5.7% |
| 3M | -16.4% | +8.1% | -24.4% | -18.5% |
| 6M | -28.6% | +49.0% | -77.6% | -37.1% |
| YTD | -38.2% | +51.7% | -89.9% | -46.3% |
| 1Y | -25.5% | +59.6% | -85.1% | -37.1% |
| 3Y | +17.4% | +118.9% | -101.5% | -20.1% |
| All | -1.8% | -18.8% | +16.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling