+40.6%
ISRG vs TOST
-45.8%
+86.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.5% | +3.9% | +8.1% |
| 7D | +8.5% | +10.7% | -2.2% | +6.0% |
| 30D | +18.6% | +17.7% | +0.9% | +14.1% |
| 3M | +30.9% | +4.6% | +26.3% | +29.2% |
| 6M | +6.6% | +20.3% | -13.7% | +1.2% |
| YTD | -14.9% | -0.4% | -14.5% | -16.1% |
| 1Y | -10.5% | -0.8% | -9.8% | -12.0% |
| 3Y | +73.1% | +102.2% | -29.1% | +40.2% |
| 5Y | +32.7% | -41.3% | +74.0% | +15.2% |
| All | +40.6% | -45.8% | +86.4% | +23.2% |
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