+686.9%
SEI vs TCOM
-28.2%
+715.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | +22.6% | -4.9% | +27.5% | +24.0% |
| 30D | +9.1% | -14.4% | +23.5% | +13.0% |
| 3M | -11.3% | -17.7% | +6.3% | -7.9% |
| 6M | +22.0% | -25.1% | +47.1% | +29.7% |
| YTD | +47.3% | -45.7% | +93.0% | +68.5% |
| 1Y | +124.8% | -47.9% | +172.6% | +159.4% |
| 3Y | +591.3% | +8.9% | +582.3% | +519.9% |
| 5Y | +1,008.2% | +26.9% | +981.4% | +774.0% |
| All | +686.9% | -28.2% | +715.1% | +553.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling