-13.3%
TSLA vs ISRG
-11.6%
-1.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.4% | -12.7% | -4.5% |
| 7D | -4.7% | +8.5% | -13.2% | -5.8% |
| 30D | +1.7% | +18.6% | -16.9% | -1.1% |
| 3M | +17.7% | +30.9% | -13.2% | +12.2% |
| 6M | -1.9% | +6.6% | -8.4% | -1.9% |
| YTD | -14.3% | -14.9% | +0.5% | -7.2% |
| 1Y | -13.3% | -10.5% | -2.8% | -8.8% |
| All | -13.3% | -11.6% | -1.7% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling