+378.3%
ISRG vs TXT
+97.6%
+280.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -1.6% | -4.8% | +3.2% | +0.3% |
| 30D | -2.3% | -10.6% | +8.3% | +2.0% |
| 3M | -12.4% | -13.2% | +0.7% | -7.9% |
| 6M | -26.8% | -20.3% | -6.5% | -20.7% |
| YTD | -35.3% | -9.3% | -26.0% | -33.7% |
| 1Y | -19.3% | -2.7% | -16.6% | -19.9% |
| 3Y | +18.1% | +1.4% | +16.8% | +12.8% |
| 5Y | +2.6% | +9.6% | -6.9% | -6.1% |
| All | +378.3% | +97.6% | +280.7% | +276.3% |
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