+41.6%
TXN vs ISRG
-16.8%
+58.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +1.8% |
| 7D | -0.1% | -1.6% | +1.5% | -0.1% |
| 30D | -6.9% | -2.3% | -4.7% | -6.9% |
| 3M | -14.9% | -12.4% | -2.5% | -14.3% |
| 6M | +29.0% | -26.8% | +55.8% | +32.1% |
| YTD | +51.5% | -35.3% | +86.7% | +57.1% |
| 1Y | +41.6% | -19.3% | +60.9% | +46.8% |
| All | +41.6% | -16.8% | +58.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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