+299.0%
TSEM vs PRU
+42.1%
+256.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.9% | -7.3% |
| 7D | +7.0% | +3.6% | +3.3% | +5.6% |
| 30D | -29.8% | +8.9% | -38.6% | -32.4% |
| 3M | -41.9% | +0.2% | -42.1% | -42.2% |
| 6M | -45.8% | +23.7% | -69.5% | -50.8% |
| YTD | +25.1% | +13.7% | +11.4% | +16.9% |
| 1Y | +48.2% | +20.6% | +27.6% | +35.3% |
| 3Y | +476.5% | +56.3% | +420.2% | +381.1% |
| All | +299.0% | +42.1% | +256.9% | +251.5% |
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 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