+887.4%
TSEM vs PRU
+102.7%
+784.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.8% | +7.7% |
| 7D | +6.8% | -2.8% | +9.6% | +8.2% |
| 30D | -26.6% | +8.5% | -35.1% | -29.5% |
| 3M | -36.3% | +1.7% | -38.1% | -37.2% |
| 6M | -30.6% | +24.8% | -55.3% | -37.7% |
| YTD | +35.3% | +13.3% | +22.0% | +26.4% |
| 1Y | +59.2% | +21.4% | +37.8% | +44.4% |
| 3Y | +547.7% | +54.8% | +492.9% | +425.6% |
| 5Y | +337.5% | +42.4% | +295.2% | +258.4% |
| 10Y | +887.4% | +98.4% | +788.9% | +539.8% |
| All | +887.4% | +102.7% | +784.7% | +539.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling