+79.6%
TSM vs ISRG
-25.0%
+104.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +2.9% |
| 7D | +6.0% | -5.2% | +11.2% | +6.7% |
| 30D | +4.5% | -7.6% | +12.1% | +5.4% |
| 3M | +3.1% | -16.4% | +19.5% | +5.8% |
| 6M | +30.2% | -28.6% | +58.8% | +38.0% |
| YTD | +45.2% | -38.2% | +83.4% | +55.4% |
| 1Y | +79.6% | -25.5% | +105.1% | +87.8% |
| All | +79.6% | -25.0% | +104.5% | +87.8% |
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