+253.1%
TSEM vs PFGC
-5.1%
+258.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.4% | +7.9% |
| 7D | +6.9% | -2.2% | +9.1% | +7.1% |
| 30D | +5.3% | -11.9% | +17.2% | +6.4% |
| 3M | -14.9% | +5.0% | -19.9% | -18.1% |
| 6M | +80.0% | +8.6% | +71.4% | +70.7% |
| YTD | +89.4% | +9.7% | +79.7% | +85.9% |
| 1Y | +253.1% | -6.3% | +259.4% | +237.4% |
| All | +253.1% | -5.1% | +258.2% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling