+644.7%
TSEM vs PFG
+109.8%
+534.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | +4.7% | +3.2% | +1.5% | +3.3% |
| 30D | -14.2% | +0.9% | -15.2% | -14.7% |
| 3M | -5.0% | +7.7% | -12.8% | -8.4% |
| 6M | +87.6% | +29.0% | +58.6% | +68.0% |
| YTD | +84.4% | +32.5% | +52.0% | +63.0% |
| 1Y | +235.4% | +47.3% | +188.1% | +184.3% |
| 3Y | +668.0% | +68.2% | +599.7% | +518.9% |
| 5Y | +644.7% | +108.5% | +536.3% | +434.4% |
| All | +644.7% | +109.8% | +534.9% | +434.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling