+17.4%
ISRG vs TXG
+31.6%
-14.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.7% | -9.2% | -5.1% |
| 7D | -5.2% | +9.4% | -14.5% | -6.3% |
| 30D | -7.6% | +26.1% | -33.6% | -10.5% |
| 3M | -16.4% | +124.8% | -141.2% | -25.8% |
| 6M | -28.6% | +215.2% | -243.8% | -40.1% |
| YTD | -38.2% | +302.2% | -340.4% | -50.1% |
| 1Y | -25.5% | +370.9% | -396.4% | -41.8% |
| 3Y | +17.4% | +38.5% | -21.1% | +0.2% |
| All | +17.4% | +31.6% | -14.2% | +0.2% |
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