+28.1%
ISRG vs TRU
-25.4%
+53.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -6.8% | 0.0% | -6.7% | -6.7% |
| 30D | +5.1% | +24.3% | -19.1% | -3.6% |
| 3M | +12.0% | +2.3% | +9.7% | +10.2% |
| 6M | +7.0% | +17.7% | -10.7% | -1.0% |
| YTD | -20.6% | -3.8% | -16.8% | -21.5% |
| 1Y | -21.4% | -0.3% | -21.1% | -23.5% |
| 3Y | +62.0% | +58.4% | +3.6% | +21.7% |
| 5Y | +28.1% | -24.0% | +52.1% | +48.3% |
| All | +28.1% | -25.4% | +53.5% | +48.3% |
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