+322.0%
TSM vs ISRG
+62.8%
+259.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +7.5% |
| 7D | -7.6% | +4.8% | -12.4% | -9.3% |
| 30D | -20.5% | +9.2% | -29.7% | -23.2% |
| 3M | -10.0% | +21.2% | -31.1% | -16.7% |
| 6M | -10.1% | +0.2% | -10.3% | -11.0% |
| YTD | +24.5% | -20.1% | +44.6% | +36.7% |
| 1Y | +31.2% | -17.3% | +48.5% | +41.5% |
| 3Y | +322.0% | +63.3% | +258.7% | +240.3% |
| All | +322.0% | +62.8% | +259.2% | +240.3% |
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