+500.7%
ISRG vs TT
+764.8%
-264.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.7% | -4.5% |
| 7D | +4.8% | -2.0% | +6.8% | +5.7% |
| 30D | +9.2% | -14.0% | +23.3% | +17.1% |
| 3M | +21.2% | -15.9% | +37.0% | +31.0% |
| 6M | +0.2% | -17.3% | +17.6% | +8.3% |
| YTD | -20.1% | +4.0% | -24.0% | -24.8% |
| 1Y | -17.3% | -7.1% | -10.2% | -17.3% |
| 3Y | +63.3% | +90.2% | -26.9% | +5.2% |
| 5Y | +24.1% | +131.1% | -107.0% | -30.8% |
| All | +500.7% | +764.8% | -264.1% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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