+537.3%
ISRG vs TPR
+386.9%
+150.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +2.1% | +12.1% | -10.0% | -1.1% |
| 30D | +6.2% | +16.7% | -10.5% | +1.6% |
| 3M | +14.4% | -17.4% | +31.8% | +19.5% |
| 6M | 0.0% | +2.3% | -2.3% | -1.5% |
| YTD | -20.5% | +7.1% | -27.7% | -23.4% |
| 1Y | -21.9% | +29.5% | -51.4% | -28.7% |
| 3Y | +62.2% | +415.0% | -352.9% | -3.5% |
| 5Y | +25.2% | +261.5% | -236.3% | -20.3% |
| 10Y | +537.3% | +383.3% | +154.0% | +238.2% |
| All | +537.3% | +386.9% | +150.4% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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