-19.3%
ISRG vs TTD
-73.2%
+53.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.5% | -0.3% |
| 7D | -1.6% | +6.3% | -7.9% | -2.4% |
| 30D | -2.3% | -23.9% | +21.6% | +1.0% |
| 3M | -12.4% | -31.4% | +18.9% | -8.5% |
| 6M | -26.8% | -42.7% | +15.8% | -22.2% |
| YTD | -35.3% | -62.0% | +26.7% | -25.6% |
| 1Y | -19.3% | -72.2% | +52.9% | -0.7% |
| All | -19.3% | -73.2% | +53.9% | -0.7% |
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