+539.2%
ISRG vs TPR
+364.3%
+174.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | +5.6% | +15.1% | -9.6% | +1.4% |
| 3M | +10.5% | +3.5% | +7.0% | +9.1% |
| 6M | +2.6% | +0.4% | +2.2% | +1.6% |
| YTD | -21.7% | +4.6% | -26.3% | -24.0% |
| 1Y | -21.6% | +33.1% | -54.7% | -28.9% |
| 3Y | +57.0% | +396.0% | -338.9% | -5.6% |
| 5Y | +25.0% | +230.3% | -205.3% | -18.3% |
| All | +539.2% | +364.3% | +174.9% | +240.8% |
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