-20.7%
TLT vs ISRG
+358.2%
-378.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.1% |
| 7D | +0.4% | -5.2% | +5.6% | +0.3% |
| 30D | -0.3% | -7.6% | +7.3% | -0.4% |
| 3M | -1.7% | -16.4% | +14.6% | -1.9% |
| 6M | -4.9% | -28.6% | +23.7% | -5.3% |
| YTD | -2.8% | -38.2% | +35.4% | -3.4% |
| 1Y | -4.2% | -25.5% | +21.3% | -4.5% |
| 3Y | -1.1% | +17.4% | -18.5% | 0.0% |
| 5Y | -33.7% | -3.0% | -30.8% | -34.1% |
| 10Y | -20.7% | +356.0% | -376.6% | -17.7% |
| All | -20.7% | +358.2% | -378.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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