+536.3%
ISRG vs TSEM
+879.4%
-343.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.2% | -0.3% |
| 7D | +5.4% | -2.0% | +7.4% | +5.3% |
| 30D | +8.6% | -33.4% | +42.0% | +16.1% |
| 3M | +21.6% | -39.7% | +61.3% | +31.3% |
| 6M | +2.3% | -27.8% | +30.2% | +0.6% |
| YTD | -18.7% | +29.7% | -48.4% | -34.3% |
| 1Y | -17.8% | +81.1% | -98.9% | -40.5% |
| 3Y | +69.1% | +529.3% | -460.2% | -21.5% |
| 5Y | +26.5% | +315.0% | -288.5% | -34.6% |
| 10Y | +536.3% | +865.7% | -329.4% | +129.9% |
| All | +536.3% | +879.4% | -343.1% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling