+46.6%
ASML vs TXN
+86.5%
-40.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.6% | -0.4% | +2.7% |
| 7D | -0.8% | -2.1% | +1.2% | +0.4% |
| 30D | -14.9% | +4.7% | -19.6% | -16.5% |
| 3M | -13.0% | +3.9% | -16.8% | -14.4% |
| 6M | -4.7% | +3.8% | -8.5% | -5.5% |
| YTD | +42.3% | +74.2% | -31.9% | +14.9% |
| All | +46.6% | +86.5% | -40.0% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling