+679.5%
TSEM vs PFGC
+63.7%
+615.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.5% |
| 7D | +10.4% | -2.4% | +12.9% | +11.4% |
| 30D | -12.9% | -15.8% | +2.8% | -7.5% |
| 3M | -9.2% | -0.6% | -8.6% | -10.8% |
| 6M | +98.8% | +10.7% | +88.1% | +84.6% |
| YTD | +87.2% | +7.6% | +79.6% | +76.5% |
| 1Y | +239.0% | -7.8% | +246.8% | +242.7% |
| All | +679.5% | +63.7% | +615.8% | +516.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling