+155.6%
TSEM vs PFG
+1,015.3%
-859.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.5% | +9.4% | +8.3% |
| 7D | +6.9% | +5.5% | +1.4% | +5.0% |
| 30D | +5.3% | +2.4% | +2.9% | +4.3% |
| 3M | -14.9% | +13.6% | -28.5% | -18.9% |
| 6M | +80.0% | +27.9% | +52.1% | +65.3% |
| YTD | +89.4% | +35.6% | +53.8% | +70.4% |
| 1Y | +253.1% | +48.5% | +204.6% | +208.8% |
| 3Y | +642.1% | +66.9% | +575.3% | +523.2% |
| 5Y | +659.1% | +111.0% | +548.1% | +480.2% |
| 10Y | +1,291.4% | +244.5% | +1,046.9% | +772.9% |
| All | +155.6% | +1,015.3% | -859.7% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling