+539.2%
ISRG vs TSEM
+805.6%
-266.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.8% | +2.1% |
| 7D | -2.0% | +7.0% | -9.0% | -3.5% |
| 30D | +5.6% | -29.8% | +35.3% | +11.6% |
| 3M | +10.5% | -41.9% | +52.5% | +20.2% |
| 6M | +2.6% | -45.8% | +48.4% | +9.1% |
| YTD | -21.7% | +25.1% | -46.8% | -36.4% |
| 1Y | -21.6% | +48.2% | -69.8% | -39.7% |
| 3Y | +57.0% | +476.5% | -419.5% | -25.6% |
| 5Y | +25.0% | +301.4% | -276.5% | -35.2% |
| All | +539.2% | +805.6% | -266.4% | +135.3% |
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 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