+23.4%
ISRG vs TTMI
+816.8%
-793.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.7% | -1.5% |
| 7D | -1.6% | +5.9% | -7.4% | -2.0% |
| 30D | -2.3% | -4.3% | +2.0% | -2.2% |
| 3M | -12.4% | -32.0% | +19.6% | -10.2% |
| 6M | -26.8% | +19.5% | -46.3% | -31.4% |
| YTD | -35.3% | +82.0% | -117.3% | -44.0% |
| 1Y | -19.3% | +172.6% | -192.0% | -37.0% |
| All | +23.4% | +816.8% | -793.4% | -31.7% |
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 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