+55.7%
ISRG vs TXG
+67.8%
-12.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.6% | -1.6% |
| 7D | -6.1% | +1.8% | -7.9% | -6.3% |
| 30D | +4.2% | -17.7% | +21.9% | +6.1% |
| 3M | +9.6% | +2.3% | +7.3% | +7.7% |
| 6M | +1.9% | +182.5% | -180.6% | -13.8% |
| YTD | -22.3% | +262.4% | -284.7% | -37.0% |
| 1Y | -23.2% | +254.1% | -277.3% | -37.7% |
| All | +55.7% | +67.8% | -12.1% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling