+13,634.3%
TSM vs TXN
+2,406.3%
+11,228.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.0% | +1.7% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +3.6% | -6.9% | +10.5% | +8.3% |
| 3M | -3.4% | -14.9% | +11.6% | +6.7% |
| 6M | +20.6% | +29.0% | -8.4% | -0.8% |
| YTD | +41.9% | +51.5% | -9.6% | +4.2% |
| 1Y | +84.4% | +41.6% | +42.8% | +40.6% |
| 3Y | +380.2% | +65.8% | +314.4% | +216.5% |
| 5Y | +275.3% | +56.8% | +218.5% | +155.9% |
| 10Y | +1,751.4% | +387.5% | +1,363.9% | +491.6% |
| All | +13,634.3% | +2,406.3% | +11,228.0% | +1,183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling