-12.5%
TLT vs ISRG
+524.5%
-537.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.1% |
| 7D | +0.3% | +5.4% | -5.1% | +0.4% |
| 30D | +5.1% | +8.6% | -3.5% | +5.2% |
| 3M | -0.2% | +21.6% | -21.8% | +0.1% |
| 6M | -2.9% | +2.3% | -5.2% | -2.9% |
| YTD | -2.7% | -18.7% | +16.0% | -3.0% |
| 1Y | -4.6% | -17.8% | +13.2% | -4.9% |
| 3Y | +6.1% | +69.1% | -63.0% | +8.2% |
| 5Y | -35.1% | +26.5% | -61.6% | -35.3% |
| 10Y | -12.5% | +536.3% | -548.8% | -0.8% |
| All | -12.5% | +524.5% | -537.0% | -0.8% |
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