+63.3%
ISRG vs TXT
+7.8%
+55.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.8% |
| 7D | +4.8% | -2.5% | +7.3% | +5.5% |
| 30D | +9.2% | +14.4% | -5.2% | +4.8% |
| 3M | +21.2% | -4.9% | +26.1% | +22.8% |
| 6M | +0.2% | -10.2% | +10.5% | +3.0% |
| YTD | -20.1% | -4.1% | -16.0% | -20.3% |
| 1Y | -17.3% | +4.0% | -21.3% | -20.1% |
| 3Y | +63.3% | +8.0% | +55.4% | +43.2% |
| All | +63.3% | +7.8% | +55.5% | +43.2% |
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