+849.8%
TSEM vs PRU
+107.2%
+742.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.5% |
| 7D | -9.5% | +3.8% | -13.3% | -11.1% |
| 30D | -35.5% | +9.0% | -44.5% | -38.2% |
| 3M | -41.6% | +2.1% | -43.7% | -42.5% |
| 6M | -30.1% | +25.4% | -55.5% | -37.4% |
| YTD | +25.7% | +13.5% | +12.2% | +17.4% |
| 1Y | +50.5% | +21.3% | +29.1% | +36.5% |
| 3Y | +501.7% | +55.1% | +446.6% | +387.9% |
| 5Y | +310.9% | +43.6% | +267.3% | +235.3% |
| 10Y | +849.8% | +99.2% | +750.6% | +528.2% |
| All | +849.8% | +107.2% | +742.6% | +528.2% |
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