-19.3%
ISRG vs TXG
+372.5%
-391.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.6% | +1.8% | -3.4% | -1.8% |
| 30D | -2.3% | +32.0% | -34.3% | -5.3% |
| 3M | -12.4% | +87.0% | -99.5% | -19.2% |
| 6M | -26.8% | +180.1% | -206.9% | -36.3% |
| YTD | -35.3% | +284.1% | -319.4% | -45.9% |
| 1Y | -19.3% | +361.7% | -381.0% | -34.6% |
| All | -19.3% | +372.5% | -391.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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