+4,863.1%
TSM vs ISRG
+18,108.6%
-13,245.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +2.7% | -1.6% | +4.3% | +3.0% |
| 30D | +3.6% | -2.3% | +5.9% | +3.9% |
| 3M | -3.4% | -12.4% | +9.1% | -1.5% |
| 6M | +20.6% | -26.8% | +47.4% | +27.1% |
| YTD | +41.9% | -35.3% | +77.1% | +53.0% |
| 1Y | +84.4% | -19.3% | +103.7% | +89.9% |
| 3Y | +380.2% | +18.1% | +362.1% | +360.9% |
| 5Y | +275.3% | +2.6% | +272.7% | +265.0% |
| 10Y | +1,751.4% | +379.4% | +1,372.0% | +1,305.5% |
| All | +4,863.1% | +18,108.6% | -13,245.4% | +2,583.7% |
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