+1,316.2%
TSEM vs PRU
+145.9%
+1,170.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.3% |
| 7D | +6.9% | +1.9% | +5.0% | +6.0% |
| 30D | +5.3% | +2.7% | +2.6% | +4.1% |
| 3M | -14.9% | +19.5% | -34.4% | -21.6% |
| 6M | +80.0% | +26.6% | +53.4% | +61.9% |
| YTD | +89.4% | +12.3% | +77.0% | +78.8% |
| 1Y | +253.1% | +18.0% | +235.0% | +225.6% |
| 3Y | +642.1% | +47.0% | +595.1% | +519.2% |
| 5Y | +659.1% | +48.4% | +610.7% | +514.6% |
| All | +1,316.2% | +145.9% | +1,170.3% | +792.2% |
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