+1,753.6%
TSM vs ISRG
+358.2%
+1,395.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +4.3% |
| 7D | +6.0% | -5.2% | +11.2% | +8.3% |
| 30D | +4.5% | -7.6% | +12.1% | +7.6% |
| 3M | +3.1% | -16.4% | +19.5% | +9.5% |
| 6M | +30.2% | -28.6% | +58.8% | +47.5% |
| YTD | +45.2% | -38.2% | +83.4% | +75.2% |
| 1Y | +79.6% | -25.5% | +105.1% | +96.9% |
| 3Y | +411.0% | +17.4% | +393.6% | +352.9% |
| 5Y | +290.7% | -3.0% | +293.7% | +262.1% |
| 10Y | +1,753.6% | +356.0% | +1,397.6% | +780.0% |
| All | +1,753.6% | +358.2% | +1,395.4% | +780.0% |
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 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