+17,983.8%
ISRG vs TSCO
+25,569.9%
-7,586.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.2% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | -2.3% | +5.5% | -7.7% | -3.7% |
| 3M | -12.4% | +20.0% | -32.4% | -16.8% |
| 6M | -26.8% | -29.8% | +3.0% | -20.1% |
| YTD | -35.3% | -28.7% | -6.6% | -29.8% |
| 1Y | -19.3% | -40.9% | +21.6% | -8.1% |
| 3Y | +18.1% | -15.9% | +34.1% | +20.7% |
| 5Y | +2.6% | -3.5% | +6.1% | +0.5% |
| 10Y | +379.4% | +142.2% | +237.2% | +259.8% |
| All | +17,983.8% | +25,569.9% | -7,586.1% | +7,128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling