+34.3%
ISRG vs TOST
-46.7%
+81.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +5.4% | +4.0% | +1.4% | +4.5% |
| 30D | +8.6% | +11.1% | -2.4% | +6.0% |
| 3M | +21.6% | +0.8% | +20.7% | +21.0% |
| 6M | +2.3% | +38.8% | -36.5% | -5.7% |
| YTD | -18.7% | -2.1% | -16.6% | -19.5% |
| 1Y | -17.8% | -6.0% | -11.7% | -18.0% |
| 3Y | +69.1% | +149.8% | -80.7% | +31.0% |
| 5Y | +26.5% | -42.8% | +69.2% | +10.3% |
| All | +34.3% | -46.7% | +81.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling