+23.9%
ISRG vs TXG
-64.9%
+88.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.6% | -1.3% |
| 7D | -6.1% | +1.8% | -7.9% | -6.5% |
| 30D | +4.2% | -17.7% | +21.9% | +7.0% |
| 3M | +9.6% | +2.3% | +7.3% | +6.7% |
| 6M | +1.9% | +182.5% | -180.6% | -20.4% |
| YTD | -22.3% | +262.4% | -284.7% | -43.1% |
| 1Y | -23.2% | +254.1% | -277.3% | -43.7% |
| 3Y | +58.5% | +66.6% | -8.0% | +25.3% |
| 5Y | +23.9% | -64.5% | +88.5% | +33.0% |
| All | +23.9% | -64.9% | +88.8% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling