-19.3%
ISRG vs TJX
-4.4%
-14.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | -2.2% | +0.7% | -0.9% |
| 30D | -2.3% | -17.1% | +14.9% | +3.0% |
| 3M | -12.4% | -16.5% | +4.0% | -8.4% |
| 6M | -26.8% | -17.8% | -9.0% | -24.3% |
| YTD | -35.3% | -13.2% | -22.0% | -32.2% |
| 1Y | -19.3% | -5.2% | -14.1% | -13.2% |
| All | -19.3% | -4.4% | -14.9% | -13.2% |
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