-10.5%
ISRG vs TJX
+4.8%
-15.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.2% | +4.2% | +7.0% |
| 7D | +8.5% | +4.6% | +3.9% | +6.4% |
| 30D | +18.6% | +7.7% | +10.9% | +15.0% |
| 3M | +30.9% | -7.8% | +38.7% | +34.2% |
| 6M | +6.6% | -5.8% | +12.4% | +7.4% |
| YTD | -14.9% | -4.9% | -10.0% | -13.7% |
| 1Y | -10.5% | +3.2% | -13.7% | -13.0% |
| All | -10.5% | +4.8% | -15.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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