-24.4%
ISRG vs TW
-13.2%
-11.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -10.2% | -0.6% | -9.6% | -10.2% |
| 3M | -17.2% | +3.4% | -20.6% | -17.7% |
| 6M | -28.4% | -18.4% | -10.0% | -25.7% |
| YTD | -37.6% | -3.9% | -33.7% | -37.9% |
| 1Y | -24.4% | -13.3% | -11.1% | -22.7% |
| All | -24.4% | -13.2% | -11.2% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling