+21,775.7%
ISRG vs TRV
+1,925.0%
+19,850.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | +2.0% | -4.1% | -2.9% |
| 30D | +5.6% | +6.7% | -1.2% | +2.9% |
| 3M | +10.5% | +9.4% | +1.2% | +6.5% |
| 6M | +2.6% | +37.7% | -35.1% | -11.0% |
| YTD | -21.7% | +40.6% | -62.3% | -32.8% |
| 1Y | -21.6% | +42.4% | -64.0% | -33.1% |
| 3Y | +57.0% | +148.1% | -91.1% | +3.4% |
| 5Y | +25.0% | +181.7% | -156.7% | -22.9% |
| 10Y | +542.1% | +352.6% | +189.5% | +213.4% |
| All | +21,775.7% | +1,925.0% | +19,850.7% | +6,182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling