+42.8%
TSM vs ISRG
-21.7%
+64.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +6.2% | -2.0% | +8.2% | +6.4% |
| 30D | -7.3% | +5.6% | -12.8% | -7.8% |
| 3M | -7.1% | +10.5% | -17.7% | -8.1% |
| 6M | +0.2% | +2.6% | -2.4% | +1.6% |
| YTD | +32.2% | -21.7% | +53.9% | +44.3% |
| 1Y | +42.8% | -21.6% | +64.3% | +56.7% |
| All | +42.8% | -21.7% | +64.5% | +56.7% |
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