+374.7%
ISRG vs TRV
+297.3%
+77.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -2.5% | -1.8% | -0.7% | -1.8% |
| 30D | -10.2% | -2.1% | -8.0% | -9.4% |
| 3M | -12.5% | +21.2% | -33.7% | -20.1% |
| 6M | -25.8% | +22.0% | -47.8% | -32.5% |
| YTD | -36.4% | +27.7% | -64.1% | -43.3% |
| 1Y | -19.9% | +36.6% | -56.5% | -30.8% |
| 3Y | +20.9% | +141.1% | -120.2% | -22.4% |
| 5Y | +5.7% | +157.6% | -152.0% | -35.4% |
| All | +374.7% | +297.3% | +77.4% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling