+476.5%
TSEM vs PFG
+82.7%
+393.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.5% | -7.2% |
| 7D | +7.0% | +2.4% | +4.6% | +6.0% |
| 30D | -29.8% | +5.9% | -35.6% | -31.3% |
| 3M | -41.9% | -0.4% | -41.5% | -42.0% |
| 6M | -45.8% | +14.8% | -60.6% | -50.2% |
| YTD | +25.1% | +31.9% | -6.8% | +5.9% |
| 1Y | +48.2% | +38.8% | +9.4% | +22.1% |
| 3Y | +476.5% | +82.4% | +394.1% | +278.4% |
| All | +476.5% | +82.7% | +393.8% | +278.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling