+11.8%
ISRG vs TPG
+85.9%
-74.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.3% |
| 7D | -5.2% | -2.9% | -2.3% | -4.1% |
| 30D | -7.6% | +5.0% | -12.6% | -9.4% |
| 3M | -16.4% | +24.9% | -41.3% | -23.5% |
| 6M | -28.6% | +21.1% | -49.6% | -34.3% |
| YTD | -38.2% | -17.3% | -20.9% | -34.5% |
| 1Y | -25.5% | -9.8% | -15.7% | -24.3% |
| 3Y | +17.4% | +95.4% | -78.0% | -19.1% |
| All | +11.8% | +85.9% | -74.1% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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