+954.7%
SEI vs TDY
+39.0%
+915.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.1% |
| 7D | +22.6% | -1.1% | +23.7% | +23.5% |
| 30D | +9.1% | -12.0% | +21.1% | +20.7% |
| 3M | -11.3% | -3.2% | -8.1% | -8.3% |
| 6M | +22.0% | -7.9% | +29.9% | +30.7% |
| YTD | +47.3% | +18.2% | +29.1% | +32.0% |
| 1Y | +124.8% | +6.7% | +118.1% | +116.9% |
| 3Y | +591.3% | +47.5% | +543.7% | +451.2% |
| All | +954.7% | +39.0% | +915.7% | +702.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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