+69.1%
ISRG vs TPR
+401.1%
-332.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | +1.2% |
| 7D | +5.4% | +12.7% | -7.3% | +2.6% |
| 30D | +8.6% | +17.1% | -8.4% | +4.7% |
| 3M | +21.6% | -15.9% | +37.5% | +25.7% |
| 6M | +2.3% | +2.6% | -0.3% | +1.1% |
| YTD | -18.7% | +7.5% | -26.2% | -21.1% |
| 1Y | -17.8% | +32.9% | -50.7% | -24.0% |
| 3Y | +69.1% | +413.8% | -344.8% | +24.0% |
| All | +69.1% | +401.1% | -332.0% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling