+21,593.2%
ISRG vs TSCO
+26,773.0%
-5,179.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | +4.2% | +8.7% | -4.5% | +1.8% |
| 3M | +9.6% | +1.2% | +8.4% | +9.0% |
| 6M | +1.9% | +21.6% | -19.7% | -3.9% |
| YTD | -22.3% | -25.3% | +3.0% | -17.0% |
| 1Y | -23.2% | -33.0% | +9.8% | -15.5% |
| 3Y | +58.5% | -2.3% | +60.8% | +55.2% |
| 5Y | +23.9% | -9.2% | +33.1% | +23.1% |
| 10Y | +536.7% | +202.2% | +334.5% | +354.5% |
| All | +21,593.2% | +26,773.0% | -5,179.8% | +8,445.2% |
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