+273.0%
TSEM vs PRU
+36.1%
+236.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.6% | +7.5% | +5.8% |
| 7D | -17.5% | +2.4% | -19.9% | -18.5% |
| 30D | -44.7% | +6.1% | -50.8% | -46.3% |
| 3M | -38.9% | -0.7% | -38.2% | -39.0% |
| 6M | -36.7% | +22.1% | -58.7% | -42.4% |
| YTD | +17.0% | +9.8% | +7.2% | +10.8% |
| 1Y | +62.8% | +19.4% | +43.5% | +49.1% |
| 3Y | +471.3% | +50.4% | +420.9% | +383.5% |
| All | +273.0% | +36.1% | +236.9% | +234.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling