Equivalent replacement for LM7805CT
Recommended input and output capacitors on the 7805 are significantly smaller than the TS2940 so you'll need probably 10uF (as opposed to 0.1uF on 7805) for the output capacitor - this is implied in the table on page 2.

Input capacitance on 7805 can be as low as 0.33uF but the TS2940 needs at least 1uF - see notes on page 3.