+537.3%
ISRG vs TTMI
+415.6%
+121.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.6% |
| 7D | +2.1% | -11.5% | +13.6% | +3.6% |
| 30D | +6.2% | -40.3% | +46.5% | +13.7% |
| 3M | +14.4% | -44.5% | +58.9% | +23.0% |
| 6M | 0.0% | -54.1% | +54.1% | +8.3% |
| YTD | -20.5% | +4.7% | -25.2% | -32.9% |
| 1Y | -21.9% | +3.3% | -25.2% | -34.7% |
| 3Y | +62.2% | +407.2% | -345.1% | -20.8% |
| 5Y | +25.2% | +406.5% | -381.3% | -41.3% |
| 10Y | +537.3% | +420.4% | +116.9% | +183.7% |
| All | +537.3% | +415.6% | +121.8% | +183.7% |
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