-3.0%
ISRG vs TRI
-7.1%
+4.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.5% | +2.0% | -1.8% |
| 7D | -5.2% | -7.1% | +1.9% | -2.4% |
| 30D | -7.6% | -2.3% | -5.2% | -7.1% |
| 3M | -16.4% | +19.6% | -35.9% | -23.9% |
| 6M | -28.6% | -8.7% | -19.9% | -27.1% |
| YTD | -38.2% | -22.3% | -15.9% | -30.4% |
| 1Y | -25.5% | -40.7% | +15.2% | +0.2% |
| 3Y | +17.4% | -17.8% | +35.2% | +13.0% |
| 5Y | -3.0% | -8.5% | +5.5% | -21.9% |
| All | -3.0% | -7.1% | +4.1% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling