+423.6%
TXN vs ISRG
+17,287.3%
-16,863.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.1% |
| 7D | +2.2% | -5.2% | +7.4% | +3.2% |
| 30D | -9.5% | -7.6% | -1.9% | -8.2% |
| 3M | -10.5% | -16.4% | +5.8% | -8.1% |
| 6M | +35.4% | -28.6% | +63.9% | +43.0% |
| YTD | +51.8% | -38.2% | +89.9% | +64.8% |
| 1Y | +42.9% | -25.5% | +68.4% | +49.0% |
| 3Y | +71.3% | +17.4% | +53.9% | +63.6% |
| 5Y | +58.0% | -3.0% | +61.0% | +54.2% |
| 10Y | +393.3% | +356.0% | +37.3% | +276.5% |
| All | +423.6% | +17,287.3% | -16,863.6% | +150.4% |
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