-33.3%
TLT vs ISRG
+2.5%
-35.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -0.4% | -1.6% | +1.2% | -0.4% |
| 30D | -0.6% | -2.3% | +1.7% | -0.5% |
| 3M | -2.7% | -12.4% | +9.7% | -2.3% |
| 6M | -5.6% | -26.8% | +21.2% | -4.4% |
| YTD | -2.8% | -35.3% | +32.5% | -0.9% |
| 1Y | -1.4% | -19.3% | +17.9% | -0.8% |
| 3Y | -1.6% | +18.1% | -19.7% | -4.0% |
| All | -33.3% | +2.5% | -35.8% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling