-34.3%
TLT vs ISRG
+23.7%
-58.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | +0.1% |
| 7D | +0.1% | +4.8% | -4.7% | -0.1% |
| 30D | +6.2% | +9.2% | -3.1% | +5.7% |
| 3M | +0.1% | +21.2% | -21.1% | -0.9% |
| 6M | -3.0% | +0.2% | -3.2% | -3.1% |
| YTD | -2.7% | -20.1% | +17.3% | -1.9% |
| 1Y | -4.8% | -17.3% | +12.5% | -4.2% |
| 3Y | +6.9% | +63.3% | -56.4% | +2.8% |
| All | -34.3% | +23.7% | -58.0% | -39.0% |
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