+537.3%
ISRG vs TXT
+103.6%
+433.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -3.9% | -2.9% |
| 7D | +2.1% | -1.1% | +3.2% | +2.5% |
| 30D | +6.2% | +17.1% | -10.9% | -0.5% |
| 3M | +14.4% | -2.6% | +17.0% | +15.0% |
| 6M | 0.0% | -4.6% | +4.6% | +0.8% |
| YTD | -20.5% | -0.3% | -20.2% | -21.9% |
| 1Y | -21.9% | +5.9% | -27.8% | -25.1% |
| 3Y | +62.2% | +14.4% | +47.8% | +47.1% |
| 5Y | +25.2% | +15.9% | +9.3% | +11.4% |
| 10Y | +537.3% | +99.6% | +437.7% | +398.1% |
| All | +537.3% | +103.6% | +433.7% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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