This pretty much mirrors my experience. There are no free lunches in the terminal ballistics game - bullets that penetrate very deeply do so at the expense of a smaller wound channel. Having said that, if you were going to shoot one bullet for everything that moves with a .300 Ultra Mag, the TSX might not be a bad choice.
You could kill small critters like coyotes and antelope without blowing them up severely. Deer are going to run a little ways on broadside rib shots, but you are going to get them in the freezer. And if you need to drop them DRT, a shoulder shot is always an option - won't destroy a lot of meat even after hitting big bones. For bigger critters like elk and moose, you have absolutely reliable penetration.
Give me a minute and I'll talk myself into going back to these bullets.