-10.5%
ISRG vs TSEM
+79.9%
-90.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -8.7% | +18.1% | +9.0% |
| 7D | +8.5% | -23.1% | +31.6% | +7.6% |
| 30D | +18.6% | -40.4% | +59.0% | +16.9% |
| 3M | +30.9% | -37.9% | +68.8% | +29.2% |
| 6M | +6.6% | -30.8% | +37.4% | +4.2% |
| YTD | -14.9% | +26.7% | -41.6% | -21.5% |
| 1Y | -10.5% | +80.5% | -91.0% | -22.3% |
| All | -10.5% | +79.9% | -90.4% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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