+500.7%
ISRG vs TXT
+112.2%
+388.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.6% |
| 7D | +4.8% | -2.5% | +7.3% | +5.8% |
| 30D | +9.2% | +14.4% | -5.2% | +3.4% |
| 3M | +21.2% | -4.9% | +26.1% | +22.9% |
| 6M | +0.2% | -10.2% | +10.5% | +3.5% |
| YTD | -20.1% | -4.1% | -16.0% | -20.2% |
| 1Y | -17.3% | +4.0% | -21.3% | -20.2% |
| 3Y | +63.3% | +8.0% | +55.4% | +51.7% |
| 5Y | +24.1% | +8.4% | +15.6% | +13.4% |
| All | +500.7% | +112.2% | +388.5% | +432.3% |
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