+236.4%
TSM vs ISRG
+23.7%
+212.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +7.6% |
| 7D | -7.6% | +4.8% | -12.4% | -9.5% |
| 30D | -20.5% | +9.2% | -29.7% | -23.5% |
| 3M | -10.0% | +21.2% | -31.1% | -17.3% |
| 6M | -10.1% | +0.2% | -10.3% | -11.9% |
| YTD | +24.5% | -20.1% | +44.6% | +34.7% |
| 1Y | +31.2% | -17.3% | +48.5% | +39.6% |
| 3Y | +322.0% | +63.3% | +258.7% | +228.5% |
| All | +236.4% | +23.7% | +212.7% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling