+142.2%
TSEM vs PRU
+806.6%
-664.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.2% |
| 7D | +6.9% | +1.9% | +5.0% | +6.2% |
| 30D | +5.3% | +2.7% | +2.6% | +4.4% |
| 3M | -14.9% | +19.5% | -34.4% | -19.9% |
| 6M | +80.0% | +26.6% | +53.4% | +66.6% |
| YTD | +89.4% | +12.3% | +77.0% | +81.7% |
| 1Y | +253.1% | +18.0% | +235.0% | +233.1% |
| 3Y | +642.1% | +47.0% | +595.1% | +551.6% |
| 5Y | +659.1% | +48.4% | +610.7% | +552.9% |
| 10Y | +1,291.4% | +142.4% | +1,148.9% | +884.5% |
| All | +142.2% | +806.6% | -664.4% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling