+265.7%
TSM vs ISRG
+24.8%
+240.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | +6.2% | -2.0% | +8.2% | +7.0% |
| 30D | -7.3% | +5.6% | -12.8% | -9.6% |
| 3M | -7.1% | +10.5% | -17.7% | -11.5% |
| 6M | +0.2% | +2.6% | -2.4% | -2.9% |
| YTD | +32.2% | -21.7% | +53.9% | +44.2% |
| 1Y | +42.8% | -21.6% | +64.3% | +55.3% |
| 3Y | +330.4% | +57.0% | +273.4% | +240.4% |
| All | +265.7% | +24.8% | +240.9% | +200.1% |
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