+679.5%
TSEM vs PFG
+71.3%
+608.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | +10.4% | +6.0% | +4.4% | +7.5% |
| 30D | -12.9% | +2.2% | -15.2% | -13.9% |
| 3M | -9.2% | +10.4% | -19.5% | -14.2% |
| 6M | +98.8% | +27.8% | +71.0% | +73.0% |
| YTD | +87.2% | +33.6% | +53.6% | +58.5% |
| 1Y | +239.0% | +49.3% | +189.7% | +170.3% |
| 3Y | +679.5% | +69.7% | +609.8% | +479.4% |
| All | +679.5% | +71.3% | +608.2% | +479.4% |
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