+17,983.8%
ISRG vs TSEM
-46.8%
+18,030.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.8% | -8.7% | -1.9% |
| 7D | -1.6% | +6.9% | -8.5% | -2.5% |
| 30D | -2.3% | +5.3% | -7.6% | -3.4% |
| 3M | -12.4% | -14.9% | +2.5% | -12.4% |
| 6M | -26.8% | +80.0% | -106.9% | -35.7% |
| YTD | -35.3% | +89.4% | -124.6% | -43.9% |
| 1Y | -19.3% | +253.1% | -272.4% | -36.8% |
| 3Y | +18.1% | +642.1% | -624.0% | -18.5% |
| 5Y | +2.6% | +659.1% | -656.5% | -30.2% |
| 10Y | +379.4% | +1,291.4% | -911.9% | +194.2% |
| All | +17,983.8% | -46.8% | +18,030.7% | +12,089.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling