+1,166.2%
ISRG vs TRGP
+2,231.3%
-1,065.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.6% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | -2.3% | +11.5% | -13.8% | -4.2% |
| 3M | -12.4% | +9.0% | -21.4% | -14.2% |
| 6M | -26.8% | +20.5% | -47.3% | -29.7% |
| YTD | -35.3% | +59.5% | -94.8% | -40.9% |
| 1Y | -19.3% | +77.9% | -97.2% | -28.0% |
| 3Y | +18.1% | +253.6% | -235.4% | -6.6% |
| 5Y | +2.6% | +615.5% | -612.8% | -28.0% |
| 10Y | +379.4% | +897.1% | -517.7% | +184.7% |
| All | +1,166.2% | +2,231.3% | -1,065.1% | +393.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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