+3,241.1%
ISRG vs TNA
+836.4%
+2,404.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.8% |
| 7D | -6.8% | -2.1% | -4.6% | -6.6% |
| 30D | +5.1% | +3.1% | +2.0% | +3.8% |
| 3M | +12.0% | -20.2% | +32.2% | +18.0% |
| 6M | +7.0% | -10.0% | +17.0% | +8.1% |
| YTD | -20.6% | +30.3% | -51.0% | -28.5% |
| 1Y | -21.4% | +31.1% | -52.5% | -29.8% |
| 3Y | +62.0% | +149.4% | -87.4% | +9.5% |
| 5Y | +28.1% | -42.5% | +70.6% | +18.3% |
| 10Y | +550.7% | +46.7% | +504.0% | +262.9% |
| All | +3,241.1% | +836.4% | +2,404.8% | +546.1% |
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 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