+55.7%
ISRG vs TXT
+11.3%
+44.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | -6.1% | -1.1% | -5.0% | -5.8% |
| 30D | +4.2% | +13.3% | -9.0% | +0.3% |
| 3M | +9.6% | -5.1% | +14.8% | +11.2% |
| 6M | +1.9% | -7.1% | +9.0% | +3.6% |
| YTD | -22.3% | -3.2% | -19.1% | -22.8% |
| 1Y | -23.2% | +2.3% | -25.5% | -25.2% |
| All | +55.7% | +11.3% | +44.5% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling