+80.5%
TSEM vs PRU
+27.9%
+52.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.6% | -15.3% | -9.7% |
| 7D | -23.1% | +9.8% | -32.9% | -24.5% |
| 30D | -40.4% | +11.6% | -52.0% | -42.0% |
| 3M | -37.9% | +3.7% | -41.6% | -37.6% |
| 6M | -30.8% | +33.0% | -63.8% | -39.9% |
| YTD | +26.7% | +16.6% | +10.1% | +11.5% |
| 1Y | +80.5% | +26.9% | +53.5% | +51.9% |
| All | +80.5% | +27.9% | +52.6% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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