+550.7%
ISRG vs TT
+748.9%
-198.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -6.8% | +3.5% | -10.3% | -8.4% |
| 30D | +5.1% | -11.0% | +16.2% | +10.8% |
| 3M | +12.0% | -12.0% | +24.0% | +18.5% |
| 6M | +7.0% | -10.4% | +17.4% | +11.2% |
| YTD | -20.6% | +9.9% | -30.6% | -27.4% |
| 1Y | -21.4% | +1.5% | -22.9% | -25.0% |
| 3Y | +62.0% | +93.7% | -31.7% | +3.3% |
| 5Y | +28.1% | +139.2% | -111.1% | -30.1% |
| 10Y | +550.7% | +741.5% | -190.8% | +76.2% |
| All | +550.7% | +748.9% | -198.2% | +76.2% |
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