+128.9%
ASML vs TXN
+101.2%
+27.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.2% |
| 7D | -9.0% | -7.8% | -1.2% | -4.7% |
| 30D | -21.0% | -3.6% | -17.4% | -19.2% |
| 3M | -16.3% | +0.1% | -16.4% | -16.2% |
| 6M | -7.5% | -3.2% | -4.3% | -5.7% |
| YTD | +34.0% | +63.4% | -29.4% | +0.2% |
| 1Y | +39.3% | +75.6% | -36.3% | -0.2% |
| 3Y | +128.9% | +104.0% | +24.8% | +37.3% |
| All | +128.9% | +101.2% | +27.7% | +37.3% |
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 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