+57.0%
ISRG vs TTMI
+421.7%
-364.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | -2.0% | +11.4% | -13.4% | -2.5% |
| 30D | +5.6% | -28.3% | +33.8% | +6.5% |
| 3M | +10.5% | -46.7% | +57.2% | +13.2% |
| 6M | +2.6% | -56.1% | +58.7% | +5.6% |
| YTD | -21.7% | +7.4% | -29.0% | -30.4% |
| 1Y | -21.6% | +17.4% | -39.0% | -32.0% |
| 3Y | +57.0% | +429.1% | -372.1% | -6.0% |
| All | +57.0% | +421.7% | -364.7% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling