+17,983.8%
ISRG vs TT
+4,938.8%
+13,045.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.1% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | -2.3% | -7.4% | +5.1% | +1.1% |
| 3M | -12.4% | -3.2% | -9.2% | -11.7% |
| 6M | -26.8% | +1.1% | -27.9% | -28.2% |
| YTD | -35.3% | +15.6% | -50.9% | -40.8% |
| 1Y | -19.3% | +9.2% | -28.5% | -24.7% |
| 3Y | +18.1% | +124.4% | -106.2% | -22.7% |
| 5Y | +2.6% | +138.0% | -135.4% | -35.2% |
| 10Y | +379.4% | +886.4% | -506.9% | +54.7% |
| All | +17,983.8% | +4,938.8% | +13,045.0% | +2,305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling