+519.5%
TSEM vs PRU
+55.3%
+464.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +20.5% | 0.0% | +20.6% | +20.5% |
| 30D | -29.0% | +7.9% | -36.9% | -31.9% |
| 3M | -39.4% | +0.9% | -40.2% | -39.9% |
| 6M | -28.5% | +22.4% | -50.9% | -36.7% |
| YTD | +34.4% | +12.7% | +21.7% | +23.6% |
| 1Y | +48.3% | +19.6% | +28.8% | +31.8% |
| All | +519.5% | +55.3% | +464.2% | +335.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling