+517.0%
TXN vs ISRG
+21,926.5%
-21,409.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.0% |
| 7D | +9.5% | -2.0% | +11.5% | +9.9% |
| 30D | +8.7% | +5.6% | +3.1% | +7.5% |
| 3M | +11.6% | +10.5% | +1.0% | +9.1% |
| 6M | +0.1% | +2.6% | -2.5% | -1.4% |
| YTD | +78.8% | -21.7% | +100.5% | +85.1% |
| 1Y | +91.2% | -21.6% | +112.8% | +97.9% |
| 3Y | +125.8% | +57.0% | +68.8% | +103.7% |
| 5Y | +83.8% | +25.0% | +58.8% | +70.6% |
| 10Y | +469.9% | +542.1% | -72.2% | +309.0% |
| All | +517.0% | +21,926.5% | -21,409.5% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling