+419.8%
TXN vs ISRG
+391.9%
+27.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.8% |
| 7D | +4.0% | +0.7% | +3.3% | +3.6% |
| 30D | -2.9% | -8.0% | +5.2% | +0.5% |
| 3M | -9.1% | -10.6% | +1.5% | -6.3% |
| 6M | +36.6% | -25.1% | +61.7% | +51.6% |
| YTD | +57.5% | -34.8% | +92.3% | +86.1% |
| 1Y | +49.5% | -19.0% | +68.5% | +57.3% |
| 3Y | +76.5% | +22.1% | +54.5% | +49.4% |
| 5Y | +62.4% | +8.2% | +54.2% | +39.9% |
| All | +419.8% | +391.9% | +27.8% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling