+1,259.9%
TSEM vs PFGC
+294.6%
+965.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.7% |
| 7D | +0.9% | -4.8% | +5.8% | +1.9% |
| 30D | -16.6% | -17.2% | +0.6% | -13.6% |
| 3M | -10.9% | -6.3% | -4.6% | -10.2% |
| 6M | +78.0% | +8.8% | +69.2% | +73.8% |
| YTD | +77.2% | +4.9% | +72.3% | +74.4% |
| 1Y | +207.6% | -9.5% | +217.1% | +210.7% |
| 3Y | +637.8% | +59.6% | +578.2% | +571.1% |
| 5Y | +617.0% | +113.5% | +503.5% | +505.8% |
| All | +1,259.9% | +294.6% | +965.3% | +943.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling