+769.2%
TSEM vs PRU
+115.4%
+653.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.6% | +7.5% | +5.9% |
| 7D | -17.5% | +2.4% | -19.9% | -18.6% |
| 30D | -44.7% | +6.1% | -50.8% | -46.4% |
| 3M | -38.9% | -0.7% | -38.2% | -39.2% |
| 6M | -36.7% | +22.1% | -58.7% | -42.6% |
| YTD | +17.0% | +9.8% | +7.2% | +10.7% |
| 1Y | +62.8% | +19.4% | +43.5% | +48.8% |
| 3Y | +471.3% | +50.4% | +420.9% | +369.8% |
| 5Y | +290.3% | +37.2% | +253.1% | +225.1% |
| All | +769.2% | +115.4% | +653.9% | +532.6% |
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