-19.9%
ISRG vs TSCO
-41.6%
+21.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.5% | +2.4% |
| 7D | -2.5% | -3.1% | +0.6% | -1.9% |
| 30D | -10.2% | -4.4% | -5.8% | -9.3% |
| 3M | -12.5% | +9.7% | -22.2% | -14.5% |
| 6M | -25.8% | -32.4% | +6.6% | -19.5% |
| YTD | -36.4% | -31.7% | -4.7% | -32.0% |
| 1Y | -19.9% | -41.3% | +21.4% | -7.5% |
| All | -19.9% | -41.6% | +21.7% | -7.5% |
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