+102.6%
ISRG vs TXG
+24.6%
+78.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.4% |
| 7D | -5.0% | +9.1% | -14.2% | -6.6% |
| 30D | -10.2% | +14.9% | -25.1% | -12.8% |
| 3M | -17.2% | +120.0% | -137.2% | -30.1% |
| 6M | -28.4% | +221.8% | -250.2% | -44.6% |
| YTD | -37.6% | +312.6% | -350.2% | -54.4% |
| 1Y | -24.4% | +398.4% | -422.9% | -47.7% |
| 3Y | +18.4% | +42.1% | -23.6% | -1.1% |
| 5Y | -1.0% | -63.5% | +62.5% | 0.0% |
| All | +102.6% | +24.6% | +78.0% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling