-25.5%
ISRG vs TSN
-3.0%
-22.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.7% |
| 7D | -5.2% | -5.0% | -0.1% | -4.5% |
| 30D | -7.6% | -9.1% | +1.5% | -6.3% |
| 3M | -16.4% | -7.4% | -8.9% | -15.3% |
| 6M | -28.6% | -13.4% | -15.2% | -27.4% |
| YTD | -38.2% | -8.5% | -29.7% | -37.2% |
| 1Y | -25.5% | -3.2% | -22.3% | -23.7% |
| All | -25.5% | -3.0% | -22.5% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling