-19.0%
ISRG vs TDG
-11.6%
-7.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.9% |
| 7D | +0.7% | -1.9% | +2.5% | +1.6% |
| 30D | -8.0% | -7.7% | -0.3% | -4.6% |
| 3M | -10.6% | -9.3% | -1.3% | -6.6% |
| 6M | -25.1% | -9.4% | -15.7% | -22.0% |
| YTD | -34.8% | -14.3% | -20.6% | -30.9% |
| 1Y | -19.0% | -11.8% | -7.2% | -15.8% |
| All | -19.0% | -11.6% | -7.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling