-10.5%
ISRG vs TRI
-22.4%
+11.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.4% | +3.0% | +8.1% |
| 7D | +8.5% | +1.0% | +7.6% | +8.1% |
| 30D | +18.6% | +20.8% | -2.2% | +14.3% |
| 3M | +30.9% | +8.1% | +22.8% | +28.2% |
| 6M | +6.6% | +24.2% | -17.6% | +0.6% |
| YTD | -14.9% | -7.8% | -7.1% | -14.7% |
| 1Y | -10.5% | -16.7% | +6.1% | -10.7% |
| All | -10.5% | -22.4% | +11.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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