+22,229.9%
ISRG vs TSEM
-67.2%
+22,297.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.8% | -8.2% | -4.0% |
| 7D | +4.8% | -17.5% | +22.3% | +7.2% |
| 30D | +9.2% | -44.7% | +53.9% | +17.4% |
| 3M | +21.2% | -38.9% | +60.0% | +27.6% |
| 6M | +0.2% | -36.7% | +36.9% | +2.0% |
| YTD | -20.1% | +17.0% | -37.0% | -26.8% |
| 1Y | -17.3% | +62.8% | -80.2% | -28.4% |
| 3Y | +63.3% | +471.3% | -408.0% | +15.2% |
| 5Y | +24.1% | +290.3% | -266.2% | -8.5% |
| 10Y | +507.0% | +790.1% | -283.1% | +291.4% |
| All | +22,229.9% | -67.2% | +22,297.0% | +15,782.1% |
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