+370.1%
ISRG vs TSN
-9.4%
+379.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -5.0% | -7.3% | +2.3% | -3.3% |
| 30D | -10.2% | -8.6% | -1.6% | -8.3% |
| 3M | -17.2% | -7.5% | -9.7% | -15.7% |
| 6M | -28.4% | -14.1% | -14.3% | -26.0% |
| YTD | -37.6% | -9.4% | -28.2% | -36.5% |
| 1Y | -24.4% | -4.1% | -20.4% | -24.4% |
| 3Y | +18.4% | +10.3% | +8.1% | +11.9% |
| 5Y | -1.0% | -19.7% | +18.8% | +2.2% |
| 10Y | +370.1% | -7.0% | +377.1% | +353.8% |
| All | +370.1% | -9.4% | +379.6% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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