-3.0%
ISRG vs TRU
-35.2%
+32.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -3.4% |
| 7D | -5.2% | -7.2% | +2.0% | -2.5% |
| 30D | -7.6% | -2.8% | -4.7% | -6.8% |
| 3M | -16.4% | +13.0% | -29.4% | -20.7% |
| 6M | -28.6% | +0.7% | -29.2% | -29.6% |
| YTD | -38.2% | -9.0% | -29.2% | -37.1% |
| 1Y | -25.5% | -16.3% | -9.2% | -22.1% |
| 3Y | +17.4% | -1.1% | +18.5% | +9.8% |
| 5Y | -3.0% | -36.0% | +33.0% | +19.8% |
| All | -3.0% | -35.2% | +32.3% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling