+23.9%
ISRG vs TW
+37.3%
-13.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +4.8% | +4.2% | +0.6% | +3.3% |
| 30D | +9.2% | +18.9% | -9.7% | +2.4% |
| 3M | +21.2% | +23.8% | -2.6% | +11.7% |
| 6M | +0.2% | +17.0% | -16.8% | -6.2% |
| YTD | -20.1% | +19.2% | -39.3% | -26.6% |
| 1Y | -17.3% | +20.1% | -37.4% | -24.4% |
| 3Y | +63.3% | +40.5% | +22.8% | +34.1% |
| All | +23.9% | +37.3% | -13.4% | +2.3% |
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