+277.6%
TSM vs TXN
+57.5%
+220.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | +2.6% | +2.0% | +0.7% | +1.5% |
| 30D | +1.4% | -8.0% | +9.4% | +6.2% |
| 3M | +5.0% | -7.8% | +12.7% | +9.5% |
| 6M | +24.0% | +32.4% | -8.5% | +1.9% |
| YTD | +41.6% | +51.7% | -10.1% | +5.8% |
| 1Y | +66.2% | +44.3% | +21.9% | +27.7% |
| 3Y | +398.2% | +71.3% | +326.9% | +213.5% |
| 5Y | +277.6% | +56.4% | +221.2% | +146.7% |
| All | +277.6% | +57.5% | +220.1% | +146.7% |
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 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