+370.1%
ISRG vs TTMI
+1,044.1%
-674.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.6% |
| 7D | -5.0% | +7.5% | -12.5% | -6.5% |
| 30D | -10.2% | -4.5% | -5.7% | -9.9% |
| 3M | -17.2% | -28.5% | +11.3% | -13.8% |
| 6M | -28.4% | +28.4% | -56.8% | -36.6% |
| YTD | -37.6% | +80.1% | -117.7% | -50.5% |
| 1Y | -24.4% | +161.0% | -185.5% | -47.1% |
| 3Y | +18.4% | +862.4% | -844.0% | -46.2% |
| 5Y | -1.0% | +812.9% | -813.9% | -55.8% |
| 10Y | +370.1% | +1,094.7% | -724.6% | +92.0% |
| All | +370.1% | +1,044.1% | -674.0% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling