+125.8%
TXN vs ISRG
+55.5%
+70.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.1% |
| 7D | +9.5% | -2.0% | +11.5% | +10.1% |
| 30D | +8.7% | +5.6% | +3.1% | +7.0% |
| 3M | +11.6% | +10.5% | +1.0% | +8.1% |
| 6M | +0.1% | +2.6% | -2.5% | -1.4% |
| YTD | +78.8% | -21.7% | +100.5% | +95.5% |
| 1Y | +91.2% | -21.6% | +112.8% | +108.8% |
| 3Y | +125.8% | +57.0% | +68.8% | +105.7% |
| All | +125.8% | +55.5% | +70.4% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling