+82.7%
ASML vs TXN
+82.7%
0.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.9% |
| 7D | +4.9% | +9.5% | -4.5% | -1.9% |
| 30D | -9.3% | +8.7% | -18.0% | -14.7% |
| 3M | -19.0% | +11.6% | -30.6% | -25.3% |
| 6M | -5.2% | +0.1% | -5.3% | -6.1% |
| YTD | +40.6% | +78.8% | -38.2% | -14.5% |
| 1Y | +47.5% | +91.2% | -43.7% | -15.4% |
| 3Y | +133.9% | +125.8% | +8.0% | -2.3% |
| All | +82.7% | +82.7% | 0.0% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling