+1,643.1%
TSM vs TXN
+467.5%
+1,175.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | +0.1% |
| 7D | +6.2% | +9.5% | -3.3% | +0.3% |
| 30D | -7.3% | +8.7% | -16.0% | -11.9% |
| 3M | -7.1% | +11.6% | -18.7% | -13.3% |
| 6M | +0.2% | +0.1% | +0.1% | -0.7% |
| YTD | +32.2% | +78.8% | -46.6% | -13.0% |
| 1Y | +42.8% | +91.2% | -48.4% | -10.5% |
| 3Y | +330.4% | +125.8% | +204.6% | +124.0% |
| 5Y | +263.9% | +83.8% | +180.1% | +118.6% |
| All | +1,643.1% | +467.5% | +1,175.6% | +406.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling