+16.8%
ISRG vs TRV
+140.3%
-123.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | -10.2% | -2.3% | -7.9% | -10.0% |
| 3M | -17.2% | +22.7% | -39.9% | -19.7% |
| 6M | -28.4% | +21.9% | -50.4% | -30.5% |
| YTD | -37.6% | +27.5% | -65.1% | -39.9% |
| 1Y | -24.4% | +36.2% | -60.7% | -28.0% |
| All | +16.8% | +140.3% | -123.4% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling