+273.1%
TSM vs ISRG
+2.5%
+270.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +2.7% | -1.6% | +4.3% | +3.4% |
| 30D | +3.6% | -2.3% | +5.9% | +4.3% |
| 3M | -3.4% | -12.4% | +9.1% | +0.6% |
| 6M | +20.6% | -26.8% | +47.4% | +35.4% |
| YTD | +41.9% | -35.3% | +77.1% | +67.7% |
| 1Y | +84.4% | -19.3% | +103.7% | +95.1% |
| 3Y | +380.2% | +18.1% | +362.1% | +329.0% |
| All | +273.1% | +2.5% | +270.6% | +225.8% |
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 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