+20,735.2%
ISRG vs TRI
+561.6%
+20,173.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | +1.8% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -2.3% | +7.9% | -10.1% | -6.4% |
| 3M | -12.4% | +24.1% | -36.5% | -22.9% |
| 6M | -26.8% | +3.8% | -30.7% | -30.9% |
| YTD | -35.3% | -16.9% | -18.4% | -32.4% |
| 1Y | -19.3% | -38.4% | +19.1% | -1.4% |
| 3Y | +18.1% | -12.2% | +30.3% | +16.9% |
| 5Y | +2.6% | -1.8% | +4.4% | -4.1% |
| 10Y | +379.4% | +207.6% | +171.8% | +149.3% |
| All | +20,735.2% | +561.6% | +20,173.6% | +6,449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling