+22,229.9%
ISRG vs TSN
+852.4%
+21,377.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.1% |
| 7D | +4.8% | +4.6% | +0.2% | +3.5% |
| 30D | +9.2% | +15.4% | -6.2% | +4.7% |
| 3M | +21.2% | +2.9% | +18.3% | +19.9% |
| 6M | +0.2% | -10.8% | +11.0% | +3.4% |
| YTD | -20.1% | +4.5% | -24.5% | -21.8% |
| 1Y | -17.3% | +19.5% | -36.9% | -22.5% |
| 3Y | +63.3% | +42.2% | +21.1% | +42.4% |
| 5Y | +24.1% | -14.2% | +38.3% | +24.9% |
| 10Y | +507.0% | +15.4% | +491.6% | +428.7% |
| All | +22,229.9% | +852.4% | +21,377.4% | +9,458.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling