-3.0%
ISRG vs TW
+22.4%
-25.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.4% |
| 7D | -5.2% | -3.5% | -1.7% | -3.9% |
| 30D | -7.6% | +0.5% | -8.1% | -7.9% |
| 3M | -16.4% | +4.9% | -21.3% | -18.5% |
| 6M | -28.6% | -17.1% | -11.5% | -23.9% |
| YTD | -38.2% | -3.9% | -34.3% | -38.4% |
| 1Y | -25.5% | -13.3% | -12.2% | -22.5% |
| 3Y | +17.4% | +20.9% | -3.5% | +0.8% |
| 5Y | -3.0% | +20.5% | -23.5% | -14.2% |
| All | -3.0% | +22.4% | -25.4% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling