-10.5%
ISRG vs TRV
+54.4%
-64.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.5% | +5.9% | +9.4% |
| 7D | +8.5% | +3.9% | +4.7% | +8.6% |
| 30D | +18.6% | +13.5% | +5.1% | +19.7% |
| 3M | +30.9% | +8.9% | +22.0% | +31.4% |
| 6M | +6.6% | +36.8% | -30.2% | +5.4% |
| YTD | -14.9% | +42.7% | -57.6% | -16.3% |
| 1Y | -10.5% | +49.9% | -60.4% | -13.1% |
| All | -10.5% | +54.4% | -64.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling