+239.0%
TSEM vs PRU
+19.3%
+219.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.3% |
| 7D | +10.4% | +1.9% | +8.5% | +9.5% |
| 30D | -12.9% | -0.4% | -12.5% | -12.8% |
| 3M | -9.2% | +16.4% | -25.6% | -15.3% |
| 6M | +98.8% | +26.0% | +72.7% | +77.6% |
| YTD | +87.2% | +9.9% | +77.3% | +69.8% |
| 1Y | +239.0% | +18.8% | +220.2% | +198.5% |
| All | +239.0% | +19.3% | +219.7% | +198.5% |
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