+19.2%
ISRG vs TTD
-81.8%
+101.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.5% | -0.2% |
| 7D | -1.6% | +6.3% | -7.9% | -2.5% |
| 30D | -2.3% | -23.9% | +21.6% | +1.2% |
| 3M | -12.4% | -31.4% | +18.9% | -8.1% |
| 6M | -26.8% | -42.7% | +15.8% | -21.8% |
| YTD | -35.3% | -62.0% | +26.7% | -26.4% |
| 1Y | -19.3% | -72.2% | +52.9% | -3.9% |
| All | +19.2% | -81.8% | +101.0% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling