+16.8%
ISRG vs TRI
-19.2%
+36.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.4% |
| 7D | -5.0% | -8.4% | +3.4% | -2.8% |
| 30D | -10.2% | -6.5% | -3.7% | -8.8% |
| 3M | -17.2% | +18.6% | -35.8% | -21.9% |
| 6M | -28.4% | -10.4% | -18.0% | -26.9% |
| YTD | -37.6% | -23.7% | -13.9% | -31.5% |
| 1Y | -24.4% | -42.5% | +18.0% | -5.7% |
| All | +16.8% | -19.2% | +36.1% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling