+25.2%
ISRG vs TOST
-36.3%
+61.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +2.1% | +3.0% | -0.8% | +1.5% |
| 30D | +6.2% | +10.3% | -4.1% | +3.6% |
| 3M | +14.4% | -3.3% | +17.7% | +15.0% |
| 6M | 0.0% | +37.8% | -37.8% | -8.0% |
| YTD | -20.5% | -2.8% | -17.8% | -21.3% |
| 1Y | -21.9% | -9.6% | -12.3% | -21.4% |
| 3Y | +62.2% | +144.6% | -82.5% | +24.4% |
| 5Y | +25.2% | -31.0% | +56.2% | +13.0% |
| All | +25.2% | -36.3% | +61.4% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling