+1,534.9%
ASML vs TXN
+462.9%
+1,072.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.6% |
| 7D | -2.9% | -3.8% | +1.0% | +0.1% |
| 30D | -15.2% | +6.4% | -21.6% | -19.2% |
| 3M | -12.9% | +7.7% | -20.6% | -17.9% |
| 6M | -5.0% | +5.5% | -10.5% | -9.8% |
| YTD | +41.8% | +77.0% | -35.2% | -15.0% |
| 1Y | +46.0% | +91.2% | -45.2% | -18.1% |
| 3Y | +133.5% | +121.5% | +11.9% | +5.5% |
| 5Y | +93.0% | +84.9% | +8.1% | +5.6% |
| 10Y | +1,534.9% | +469.9% | +1,065.0% | +302.0% |
| All | +1,534.9% | +462.9% | +1,072.0% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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