+7.0%
ISRG vs TOST
-48.0%
+54.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.6% | -3.4% | +1.8% | -0.8% |
| 30D | -2.3% | -2.4% | +0.2% | -1.8% |
| 3M | -12.4% | +34.6% | -47.1% | -18.4% |
| 6M | -26.8% | +15.2% | -42.0% | -29.8% |
| YTD | -35.3% | -4.4% | -30.9% | -35.5% |
| 1Y | -19.3% | -17.4% | -1.9% | -17.2% |
| 3Y | +18.1% | +54.5% | -36.3% | +1.6% |
| All | +7.0% | -48.0% | +54.9% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling