+356.0%
ISRG vs TSEM
+1,300.1%
-944.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.3% |
| 7D | -5.2% | +10.4% | -15.6% | -7.2% |
| 30D | -7.6% | -12.9% | +5.4% | -5.3% |
| 3M | -16.4% | -9.2% | -7.2% | -17.7% |
| 6M | -28.6% | +98.8% | -127.3% | -45.3% |
| YTD | -38.2% | +87.2% | -125.4% | -52.6% |
| 1Y | -25.5% | +239.0% | -264.5% | -53.1% |
| 3Y | +17.4% | +679.5% | -662.1% | -45.9% |
| 5Y | -3.0% | +667.3% | -670.2% | -56.6% |
| 10Y | +356.0% | +1,301.0% | -945.0% | +50.9% |
| All | +356.0% | +1,300.1% | -944.2% | +50.9% |
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