-24.4%
ISRG vs TSEM
+233.1%
-257.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.8% |
| 7D | -5.0% | +4.7% | -9.7% | -4.9% |
| 30D | -10.2% | -14.2% | +4.0% | -10.6% |
| 3M | -17.2% | -5.0% | -12.2% | -17.4% |
| 6M | -28.4% | +87.6% | -116.0% | -31.3% |
| YTD | -37.6% | +84.4% | -122.1% | -40.3% |
| 1Y | -24.4% | +235.4% | -259.9% | -25.6% |
| All | -24.4% | +233.1% | -257.5% | -25.6% |
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