-3.0%
ISRG vs TRV
+156.0%
-159.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.3% |
| 7D | -5.2% | +0.5% | -5.6% | -5.3% |
| 30D | -7.6% | -4.9% | -2.7% | -6.5% |
| 3M | -16.4% | +23.7% | -40.1% | -21.8% |
| 6M | -28.6% | +20.3% | -48.9% | -32.7% |
| YTD | -38.2% | +27.1% | -65.2% | -42.7% |
| 1Y | -25.5% | +35.3% | -60.8% | -32.4% |
| 3Y | +17.4% | +139.8% | -122.4% | -16.2% |
| 5Y | -3.0% | +153.9% | -156.8% | -33.9% |
| All | -3.0% | +156.0% | -159.0% | -33.9% |
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 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