+25.2%
ISRG vs TT
+137.3%
-112.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | +2.1% | +0.8% | +1.3% | +1.6% |
| 30D | +6.2% | -11.8% | +17.9% | +11.7% |
| 3M | +14.4% | -11.6% | +26.0% | +20.0% |
| 6M | 0.0% | -9.3% | +9.3% | +2.7% |
| YTD | -20.5% | +8.9% | -29.4% | -27.0% |
| 1Y | -21.9% | -2.2% | -19.7% | -23.8% |
| 3Y | +62.2% | +91.9% | -29.7% | +0.9% |
| 5Y | +25.2% | +136.0% | -110.8% | -39.8% |
| All | +25.2% | +137.3% | -112.1% | -39.8% |
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