+1,490.3%
ISRG vs TRGP
+2,108.2%
-617.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +1.1% |
| 7D | +5.4% | -7.2% | +12.6% | +6.7% |
| 30D | +8.6% | -4.2% | +12.8% | +9.2% |
| 3M | +21.6% | +7.0% | +14.6% | +19.7% |
| 6M | +2.3% | +11.2% | -8.9% | -0.5% |
| YTD | -18.7% | +51.1% | -69.8% | -25.3% |
| 1Y | -17.8% | +62.0% | -79.8% | -25.5% |
| 3Y | +69.1% | +248.2% | -179.1% | +33.8% |
| 5Y | +26.5% | +432.4% | -405.9% | -7.2% |
| 10Y | +536.3% | +739.5% | -203.3% | +286.5% |
| All | +1,490.3% | +2,108.2% | -617.9% | +523.4% |
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