+164.9%
ASML vs TXN
+66.6%
+98.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.2% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | +2.2% | -6.9% | +9.1% | +6.3% |
| 3M | -2.3% | -14.9% | +12.6% | +6.8% |
| 6M | +23.0% | +29.0% | -6.0% | +5.6% |
| YTD | +61.1% | +51.5% | +9.6% | +24.3% |
| 1Y | +129.1% | +41.6% | +87.5% | +83.6% |
| All | +164.9% | +66.6% | +98.4% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling