-10.5%
ISRG vs TTD
-72.7%
+62.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.9% | +6.5% | +9.0% |
| 7D | +8.5% | +3.7% | +4.9% | +8.0% |
| 30D | +18.6% | +10.4% | +8.2% | +17.1% |
| 3M | +30.9% | -31.6% | +62.5% | +36.3% |
| 6M | +6.6% | -45.1% | +51.7% | +12.9% |
| YTD | -14.9% | -65.1% | +50.3% | -5.3% |
| 1Y | -10.5% | -72.0% | +61.5% | +2.6% |
| All | -10.5% | -72.7% | +62.1% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling