+19.2%
ISRG vs TJX
+43.2%
-23.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.5% | -4.4% | +1.8% | -0.3% |
| 30D | -10.2% | -18.6% | +8.4% | -0.7% |
| 3M | -12.5% | -24.4% | +11.8% | 0.0% |
| 6M | -25.8% | -20.2% | -5.6% | -17.6% |
| YTD | -36.4% | -16.9% | -19.4% | -30.9% |
| 1Y | -19.9% | -8.5% | -11.4% | -17.9% |
| All | +19.2% | +43.2% | -23.9% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling