+25.5%
ISRG vs TT
+131.0%
-105.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.5% |
| 7D | -2.0% | +4.0% | -6.1% | -3.8% |
| 30D | +5.6% | -11.3% | +16.9% | +10.8% |
| 3M | +10.5% | -12.3% | +22.8% | +16.4% |
| 6M | +2.6% | -10.8% | +13.5% | +6.3% |
| YTD | -21.7% | +8.2% | -29.8% | -27.8% |
| 1Y | -21.6% | +1.5% | -23.0% | -25.2% |
| 3Y | +57.0% | +91.5% | -34.4% | -2.3% |
| All | +25.5% | +131.0% | -105.6% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling