+365.2%
ISRG vs TRI
+195.1%
+170.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.8% |
| 7D | -5.0% | -8.4% | +3.4% | -1.0% |
| 30D | -10.2% | -6.5% | -3.7% | -7.7% |
| 3M | -17.2% | +18.6% | -35.8% | -25.9% |
| 6M | -28.4% | -10.4% | -18.0% | -26.6% |
| YTD | -37.6% | -23.7% | -13.9% | -30.2% |
| 1Y | -24.4% | -42.5% | +18.0% | +1.6% |
| 3Y | +18.4% | -19.3% | +37.7% | +20.5% |
| 5Y | -1.0% | -9.7% | +8.7% | -8.3% |
| All | +365.2% | +195.1% | +170.1% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling