+138.2%
ISRG vs TW
+286.2%
-148.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +4.8% | +4.2% | +0.6% | +3.2% |
| 30D | +9.2% | +18.9% | -9.7% | +2.1% |
| 3M | +21.2% | +23.8% | -2.6% | +11.2% |
| 6M | +0.2% | +17.0% | -16.8% | -6.6% |
| YTD | -20.1% | +19.2% | -39.3% | -26.9% |
| 1Y | -17.3% | +20.1% | -37.4% | -24.7% |
| 3Y | +63.3% | +40.5% | +22.8% | +35.7% |
| 5Y | +24.1% | +38.0% | -14.0% | +1.2% |
| All | +138.2% | +286.2% | -148.0% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling