-25.5%
ISRG vs TXT
-2.3%
-23.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -7.6% | -11.1% | +3.5% | -6.0% |
| 3M | -16.4% | -13.0% | -3.4% | -14.8% |
| 6M | -28.6% | -16.2% | -12.4% | -27.0% |
| YTD | -38.2% | -8.7% | -29.5% | -37.8% |
| 1Y | -25.5% | -3.8% | -21.7% | -24.9% |
| All | -25.5% | -2.3% | -23.2% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling