+59.9%
TXN vs ISRG
-2.2%
+62.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.7% |
| 7D | +2.7% | -5.0% | +7.7% | +4.4% |
| 30D | -6.7% | -10.2% | +3.5% | -3.4% |
| 3M | -8.9% | -17.2% | +8.3% | -3.9% |
| 6M | +34.7% | -28.4% | +63.1% | +49.5% |
| YTD | +53.3% | -37.6% | +90.9% | +79.7% |
| 1Y | +45.0% | -24.4% | +69.5% | +55.5% |
| 3Y | +73.1% | +18.4% | +54.7% | +54.4% |
| 5Y | +59.9% | -1.0% | +60.9% | +42.5% |
| All | +59.9% | -2.2% | +62.1% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling