+689.9%
SEI vs TD
+273.1%
+416.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.9% | +7.0% |
| 7D | +28.2% | -1.9% | +30.2% | +30.4% |
| 30D | +15.5% | -1.6% | +17.1% | +17.5% |
| 3M | -1.4% | +4.6% | -6.0% | -5.4% |
| 6M | +37.4% | +26.8% | +10.6% | +8.4% |
| YTD | +47.8% | +28.3% | +19.5% | +15.2% |
| 1Y | +174.3% | +60.4% | +113.9% | +70.4% |
| 3Y | +598.5% | +125.7% | +472.8% | +198.8% |
| 5Y | +1,026.2% | +122.4% | +903.9% | +381.8% |
| All | +689.9% | +273.1% | +416.7% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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