+36.0%
TSM vs TXN
+97.5%
-61.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -10.0% | +1.0% | -11.0% | -10.3% |
| 30D | -18.5% | +6.1% | -24.7% | -20.4% |
| 3M | -4.9% | +10.4% | -15.2% | -8.6% |
| 6M | -1.0% | +12.6% | -13.5% | -4.6% |
| YTD | +31.3% | +83.5% | -52.2% | +6.2% |
| 1Y | +36.0% | +99.7% | -63.7% | +7.7% |
| All | +36.0% | +97.5% | -61.5% | +7.7% |
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