+28.1%
ISRG vs TRV
+178.6%
-150.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.8% | -2.4% | -4.4% | -6.2% |
| 30D | +5.1% | +7.5% | -2.4% | +3.4% |
| 3M | +12.0% | +6.7% | +5.3% | +10.3% |
| 6M | +7.0% | +35.5% | -28.4% | -1.9% |
| YTD | -20.6% | +39.3% | -59.9% | -28.0% |
| 1Y | -21.4% | +41.8% | -63.2% | -29.1% |
| 3Y | +62.0% | +147.3% | -85.3% | +17.3% |
| 5Y | +28.1% | +178.3% | -150.2% | -13.3% |
| All | +28.1% | +178.6% | -150.4% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling