+2.0%
ISRG vs TT
+140.2%
-138.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -2.3% | -7.2% | +4.9% | +1.1% |
| 3M | -12.4% | -3.0% | -9.5% | -11.9% |
| 6M | -26.8% | +1.4% | -28.2% | -28.6% |
| YTD | -35.3% | +15.9% | -51.1% | -41.7% |
| 1Y | -19.3% | +9.4% | -28.7% | -25.6% |
| 3Y | +18.1% | +124.4% | -106.2% | -32.2% |
| All | +2.0% | +140.2% | -138.1% | -50.2% |
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 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