+4,256.1%
TSM vs ISRG
+22,383.9%
-18,127.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +7.0% |
| 7D | -7.6% | +4.8% | -12.4% | -8.5% |
| 30D | -20.5% | +9.2% | -29.7% | -22.0% |
| 3M | -10.0% | +21.2% | -31.1% | -13.6% |
| 6M | -10.1% | +0.2% | -10.3% | -11.1% |
| YTD | +24.5% | -20.1% | +44.6% | +28.6% |
| 1Y | +31.2% | -17.3% | +48.5% | +34.5% |
| 3Y | +322.0% | +63.3% | +258.7% | +280.2% |
| 5Y | +245.3% | +24.1% | +221.2% | +222.8% |
| 10Y | +1,465.8% | +507.0% | +958.9% | +1,034.3% |
| All | +4,256.1% | +22,383.9% | -18,127.8% | +2,155.3% |
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 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