+2,737.0%
TSLA vs ISRG
+364.0%
+2,373.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +3.0% | -5.0% | +8.0% | +6.2% |
| 30D | +11.2% | -10.2% | +21.4% | +18.6% |
| 3M | -7.3% | -17.2% | +9.9% | +2.2% |
| 6M | -7.7% | -28.4% | +20.7% | +10.5% |
| YTD | -18.2% | -37.6% | +19.4% | +6.9% |
| 1Y | +6.0% | -24.4% | +30.5% | +20.1% |
| 3Y | +48.0% | +18.4% | +29.6% | +24.5% |
| 5Y | +46.2% | -1.0% | +47.1% | +32.9% |
| 10Y | +2,737.0% | +370.1% | +2,366.9% | +1,197.6% |
| All | +2,737.0% | +364.0% | +2,373.0% | +1,197.6% |
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