+123.1%
ASML vs TXN
+41.2%
+81.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +6.0% | +2.2% | +3.8% | +5.0% |
| 30D | +1.4% | -9.5% | +10.9% | +6.0% |
| 3M | +1.0% | -10.5% | +11.6% | +6.6% |
| 6M | +37.0% | +35.4% | +1.6% | +25.7% |
| YTD | +65.8% | +51.8% | +14.0% | +45.3% |
| 1Y | +123.1% | +42.9% | +80.2% | +95.4% |
| All | +123.1% | +41.2% | +81.9% | +95.4% |
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