+110.3%
ISRG vs TXG
+16.0%
+94.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | -2.3% | +32.0% | -34.3% | -7.8% |
| 3M | -12.4% | +87.0% | -99.5% | -23.7% |
| 6M | -26.8% | +180.1% | -206.9% | -41.8% |
| YTD | -35.3% | +284.1% | -319.4% | -52.0% |
| 1Y | -19.3% | +361.7% | -381.0% | -43.3% |
| 3Y | +18.1% | +15.9% | +2.2% | +3.2% |
| 5Y | +2.6% | -66.2% | +68.8% | +5.2% |
| All | +110.3% | +16.0% | +94.3% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling