-3.0%
ISRG vs TTMI
+840.7%
-843.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -4.9% |
| 7D | -5.2% | +12.2% | -17.3% | -6.7% |
| 30D | -7.6% | -5.7% | -1.8% | -7.2% |
| 3M | -16.4% | -27.5% | +11.1% | -13.8% |
| 6M | -28.6% | +47.1% | -75.7% | -37.0% |
| YTD | -38.2% | +87.5% | -125.6% | -49.4% |
| 1Y | -25.5% | +175.2% | -200.7% | -46.0% |
| 3Y | +17.4% | +901.9% | -884.5% | -44.7% |
| 5Y | -3.0% | +843.5% | -846.4% | -55.4% |
| All | -3.0% | +840.7% | -843.7% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling