+2,625.5%
ISRG vs TNA
+1,004.3%
+1,621.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -2.3% | -4.9% | +2.6% | -1.1% |
| 3M | -12.4% | +0.4% | -12.8% | -13.2% |
| 6M | -26.8% | +32.5% | -59.4% | -33.5% |
| YTD | -35.3% | +53.7% | -89.0% | -43.8% |
| 1Y | -19.3% | +65.1% | -84.4% | -32.3% |
| 3Y | +18.1% | +98.4% | -80.3% | -14.7% |
| 5Y | +2.6% | -22.5% | +25.1% | -12.4% |
| 10Y | +379.4% | +82.5% | +296.9% | +151.9% |
| All | +2,625.5% | +1,004.3% | +1,621.2% | +407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling