+374.7%
ISRG vs TRV
+298.6%
+76.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | -2.5% | -1.5% | -1.1% | -1.9% |
| 30D | -10.2% | -1.8% | -8.4% | -9.6% |
| 3M | -12.5% | +21.6% | -34.1% | -20.2% |
| 6M | -25.8% | +22.5% | -48.3% | -32.6% |
| YTD | -36.4% | +28.1% | -64.5% | -43.4% |
| 1Y | -19.9% | +37.0% | -56.9% | -30.9% |
| 3Y | +20.9% | +141.9% | -121.0% | -22.5% |
| 5Y | +5.7% | +158.5% | -152.8% | -35.5% |
| All | +374.7% | +298.6% | +76.1% | +142.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling