+63.3%
ISRG vs TTD
-83.7%
+147.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | +4.8% | +5.2% | -0.4% | +4.1% |
| 30D | +9.2% | +6.9% | +2.3% | +8.1% |
| 3M | +21.2% | -26.8% | +48.0% | +25.8% |
| 6M | +0.2% | -46.1% | +46.4% | +8.4% |
| YTD | -20.1% | -65.9% | +45.9% | -8.2% |
| 1Y | -17.3% | -71.8% | +54.5% | -2.5% |
| 3Y | +63.3% | -83.3% | +146.6% | +91.4% |
| All | +63.3% | -83.7% | +147.0% | +91.4% |
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