+82.6%
TSEM vs PFG
+996.3%
-913.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.8% | +8.0% |
| 7D | +6.8% | -2.2% | +9.0% | +7.7% |
| 30D | -26.6% | +6.4% | -33.0% | -28.1% |
| 3M | -36.3% | +2.2% | -38.6% | -37.0% |
| 6M | -30.6% | +16.3% | -46.9% | -34.5% |
| YTD | +35.3% | +33.2% | +2.1% | +22.2% |
| 1Y | +59.2% | +40.6% | +18.6% | +41.5% |
| 3Y | +547.7% | +83.3% | +464.3% | +427.8% |
| 5Y | +337.5% | +97.7% | +239.8% | +240.7% |
| 10Y | +887.4% | +189.9% | +697.5% | +551.1% |
| All | +82.6% | +996.3% | -913.7% | -6.4% |
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 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