+397.0%
TSM vs ISRG
+20.0%
+376.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | +3.6% | -2.3% | +5.9% | +4.2% |
| 3M | -3.4% | -12.4% | +9.1% | +0.6% |
| 6M | +20.6% | -26.8% | +47.4% | +35.7% |
| YTD | +41.9% | -35.3% | +77.1% | +68.4% |
| 1Y | +84.4% | -19.3% | +103.7% | +94.5% |
| All | +397.0% | +20.0% | +376.9% | +352.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling