+1,502.2%
TSM vs ISRG
+524.5%
+977.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.8% |
| 7D | -2.5% | +5.4% | -7.9% | -4.9% |
| 30D | -14.3% | +8.6% | -22.9% | -17.5% |
| 3M | -7.2% | +21.6% | -28.8% | -15.4% |
| 6M | -5.1% | +2.3% | -7.5% | -8.3% |
| YTD | +28.9% | -18.7% | +47.6% | +37.7% |
| 1Y | +37.1% | -17.8% | +54.8% | +45.5% |
| 3Y | +341.5% | +69.1% | +272.4% | +234.3% |
| 5Y | +245.7% | +26.5% | +219.2% | +185.6% |
| 10Y | +1,502.2% | +536.3% | +966.0% | +624.5% |
| All | +1,502.2% | +524.5% | +977.7% | +624.5% |
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