+22,612.5%
ISRG vs TSEM
-63.6%
+22,676.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.2% | +0.2% |
| 7D | +5.4% | -2.0% | +7.4% | +5.3% |
| 30D | +8.6% | -33.4% | +42.0% | +13.8% |
| 3M | +21.6% | -39.7% | +61.3% | +28.3% |
| 6M | +2.3% | -27.8% | +30.2% | +2.3% |
| YTD | -18.7% | +29.7% | -48.4% | -26.7% |
| 1Y | -17.8% | +81.1% | -98.9% | -29.8% |
| 3Y | +69.1% | +529.3% | -460.2% | +17.6% |
| 5Y | +26.5% | +315.0% | -288.5% | -7.5% |
| 10Y | +536.3% | +865.7% | -329.4% | +305.4% |
| All | +22,612.5% | -63.6% | +22,676.1% | +15,820.9% |
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 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