+131.3%
TLT vs ISRG
+32,817.6%
-32,686.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | -0.2% |
| 7D | +0.1% | +4.8% | -4.7% | +0.3% |
| 30D | +6.2% | +9.2% | -3.1% | +6.6% |
| 3M | +0.1% | +21.2% | -21.1% | +0.9% |
| 6M | -3.0% | +0.2% | -3.2% | -2.8% |
| YTD | -2.7% | -20.1% | +17.3% | -3.5% |
| 1Y | -4.8% | -17.3% | +12.5% | -5.4% |
| 3Y | +6.9% | +63.3% | -56.4% | +10.2% |
| 5Y | -34.5% | +24.1% | -58.5% | -33.1% |
| 10Y | -17.3% | +507.0% | -524.2% | -6.5% |
| All | +131.3% | +32,817.6% | -32,686.3% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling