+22,229.9%
ISRG vs TXT
+277.3%
+21,952.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.7% |
| 7D | +4.8% | -2.5% | +7.3% | +5.7% |
| 30D | +9.2% | +14.4% | -5.2% | +4.0% |
| 3M | +21.2% | -4.9% | +26.1% | +22.7% |
| 6M | +0.2% | -10.2% | +10.5% | +3.1% |
| YTD | -20.1% | -4.1% | -16.0% | -20.1% |
| 1Y | -17.3% | +4.0% | -21.3% | -19.7% |
| 3Y | +63.3% | +8.0% | +55.4% | +54.2% |
| 5Y | +24.1% | +8.4% | +15.6% | +16.2% |
| 10Y | +507.0% | +116.6% | +390.3% | +318.2% |
| All | +22,229.9% | +277.3% | +21,952.6% | +9,564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling