+3,197.0%
ISRG vs TNA
+781.2%
+2,415.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 3M | +10.5% | -26.7% | +37.2% | +19.1% |
| 6M | +2.6% | -12.8% | +15.4% | +4.5% |
| YTD | -21.7% | +22.7% | -44.3% | -28.3% |
| 1Y | -21.6% | +35.7% | -57.2% | -30.5% |
| 3Y | +57.0% | +134.6% | -77.5% | +7.9% |
| 5Y | +25.0% | -46.0% | +71.0% | +17.3% |
| 10Y | +542.1% | +38.0% | +504.1% | +263.9% |
| All | +3,197.0% | +781.2% | +2,415.8% | +547.8% |
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