+23.9%
ISRG vs TTD
-83.5%
+107.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.0% | -1.5% |
| 7D | -6.1% | +20.8% | -26.9% | -10.1% |
| 30D | +4.2% | +27.1% | -22.9% | -1.3% |
| 3M | +9.6% | +14.7% | -5.1% | +5.8% |
| 6M | +1.9% | -26.8% | +28.7% | +6.8% |
| YTD | -22.3% | -59.2% | +36.9% | -8.5% |
| 1Y | -23.2% | -64.7% | +41.5% | -6.6% |
| 3Y | +58.5% | -75.8% | +134.4% | +85.9% |
| 5Y | +23.9% | -84.6% | +108.5% | +52.0% |
| All | +23.9% | -83.5% | +107.4% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling