+370.1%
ISRG vs TRU
+146.7%
+223.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -5.0% | -6.5% | +1.5% | -2.2% |
| 30D | -10.2% | -2.5% | -7.7% | -9.4% |
| 3M | -17.2% | +10.4% | -27.6% | -21.4% |
| 6M | -28.4% | +1.6% | -30.1% | -30.1% |
| YTD | -37.6% | -9.7% | -27.9% | -36.3% |
| 1Y | -24.4% | -17.3% | -7.2% | -20.2% |
| 3Y | +18.4% | -1.8% | +20.3% | +7.1% |
| 5Y | -1.0% | -36.2% | +35.3% | +12.2% |
| 10Y | +370.1% | +143.2% | +226.9% | +199.0% |
| All | +370.1% | +146.7% | +223.5% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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