+136.5%
ISRG vs TW
+294.9%
-158.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.4% |
| 7D | -6.8% | +2.8% | -9.6% | -7.8% |
| 30D | +5.1% | +18.1% | -12.9% | -1.5% |
| 3M | +12.0% | +25.2% | -13.2% | +2.3% |
| 6M | +7.0% | +19.1% | -12.1% | -0.9% |
| YTD | -20.6% | +21.9% | -42.5% | -28.0% |
| 1Y | -21.4% | +18.9% | -40.4% | -28.1% |
| 3Y | +62.0% | +41.7% | +20.3% | +34.3% |
| 5Y | +28.1% | +40.4% | -12.3% | +3.9% |
| All | +136.5% | +294.9% | -158.4% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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