-10.5%
ISRG vs TSCO
-28.6%
+18.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.2% | +5.2% | +8.4% |
| 7D | +8.5% | +15.7% | -7.2% | +5.2% |
| 30D | +18.6% | +16.4% | +2.2% | +14.7% |
| 3M | +30.9% | +11.2% | +19.7% | +27.6% |
| 6M | +6.6% | +14.9% | -8.3% | +3.0% |
| YTD | -14.9% | -25.4% | +10.5% | -12.3% |
| 1Y | -10.5% | -29.4% | +18.9% | -5.8% |
| All | -10.5% | -28.6% | +18.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling