+865.7%
TSEM vs PRU
+115.4%
+750.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +9.9% |
| 7D | -2.0% | +3.2% | -5.1% | -3.4% |
| 30D | -33.4% | +7.9% | -41.3% | -35.9% |
| 3M | -39.7% | +1.8% | -41.5% | -40.5% |
| 6M | -27.8% | +24.1% | -52.0% | -35.0% |
| YTD | +29.7% | +12.4% | +17.3% | +21.7% |
| 1Y | +81.1% | +20.9% | +60.2% | +64.7% |
| 3Y | +529.3% | +55.5% | +473.8% | +410.4% |
| 5Y | +315.0% | +42.7% | +272.3% | +239.9% |
| 10Y | +865.7% | +106.1% | +759.5% | +582.2% |
| All | +865.7% | +115.4% | +750.3% | +582.2% |
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