+85.8%
ISRG vs TW
+211.2%
-125.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -10.2% | -0.6% | -9.6% | -10.1% |
| 3M | -17.2% | +3.4% | -20.6% | -18.9% |
| 6M | -28.4% | -18.4% | -10.0% | -23.3% |
| YTD | -37.6% | -3.9% | -33.7% | -37.9% |
| 1Y | -24.4% | -13.3% | -11.1% | -21.5% |
| 3Y | +18.4% | +20.8% | -2.4% | +4.0% |
| 5Y | -1.0% | +20.3% | -21.2% | -14.8% |
| All | +85.8% | +211.2% | -125.4% | +10.5% |
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