+50.5%
TSEM vs PRU
+22.1%
+28.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.3% |
| 7D | -9.5% | +3.8% | -13.3% | -9.9% |
| 30D | -35.5% | +9.0% | -44.5% | -36.9% |
| 3M | -41.6% | +2.1% | -43.7% | -41.3% |
| 6M | -30.1% | +25.4% | -55.5% | -37.5% |
| YTD | +25.7% | +13.5% | +12.2% | +10.6% |
| 1Y | +50.5% | +21.3% | +29.1% | +28.5% |
| All | +50.5% | +22.1% | +28.4% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling