+689.9%
SEI vs TCOM
-27.9%
+717.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.2% | +9.0% | +6.6% |
| 7D | +28.2% | -10.2% | +38.4% | +31.4% |
| 30D | +15.5% | -16.8% | +32.3% | +20.4% |
| 3M | -1.4% | -16.7% | +15.3% | +2.1% |
| 6M | +37.4% | -27.1% | +64.5% | +46.9% |
| YTD | +47.8% | -45.5% | +93.3% | +69.0% |
| 1Y | +174.3% | -45.9% | +220.2% | +213.6% |
| 3Y | +598.5% | +9.8% | +588.7% | +525.0% |
| 5Y | +1,026.2% | +23.8% | +1,002.4% | +797.1% |
| All | +689.9% | -27.9% | +717.7% | +555.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling