+80.5%
TSEM vs PFG
+46.8%
+33.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.1% | -12.9% | -8.6% |
| 7D | -23.1% | +4.9% | -28.0% | -22.9% |
| 30D | -40.4% | +5.7% | -46.0% | -40.1% |
| 3M | -37.9% | +2.6% | -40.4% | -37.8% |
| 6M | -30.8% | +19.8% | -50.6% | -34.5% |
| YTD | +26.7% | +36.3% | -9.6% | +9.8% |
| 1Y | +80.5% | +47.9% | +32.6% | +48.0% |
| All | +80.5% | +46.8% | +33.6% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling