+4,409.0%
TSM vs ISRG
+22,769.2%
-18,360.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.2% |
| 7D | -2.5% | +5.4% | -7.9% | -3.6% |
| 30D | -14.3% | +8.6% | -22.9% | -15.8% |
| 3M | -7.2% | +21.6% | -28.8% | -11.0% |
| 6M | -5.1% | +2.3% | -7.5% | -6.6% |
| YTD | +28.9% | -18.7% | +47.6% | +32.7% |
| 1Y | +37.1% | -17.8% | +54.8% | +40.7% |
| 3Y | +341.5% | +69.1% | +272.4% | +295.3% |
| 5Y | +245.7% | +26.5% | +219.2% | +222.0% |
| 10Y | +1,502.2% | +536.3% | +966.0% | +1,052.1% |
| All | +4,409.0% | +22,769.2% | -18,360.2% | +2,227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling