+717.6%
ISRG vs TRU
+247.4%
+470.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | +12.0% | +2.3% | +9.7% | +9.8% |
| 6M | +7.0% | +17.7% | -10.7% | -2.2% |
| YTD | -20.6% | -3.8% | -16.8% | -21.8% |
| 1Y | -21.4% | -0.3% | -21.1% | -24.0% |
| 3Y | +62.0% | +58.4% | +3.6% | +18.3% |
| 5Y | +28.1% | -24.0% | +52.1% | +30.5% |
| 10Y | +550.7% | +187.9% | +362.8% | +299.9% |
| All | +717.6% | +247.4% | +470.2% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling