+686.9%
SEI vs TDY
+358.9%
+328.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.2% |
| 7D | +22.6% | -1.1% | +23.7% | +23.4% |
| 30D | +9.1% | -12.0% | +21.1% | +19.9% |
| 3M | -11.3% | -3.2% | -8.1% | -8.6% |
| 6M | +22.0% | -7.9% | +29.9% | +30.3% |
| YTD | +47.3% | +18.2% | +29.1% | +32.1% |
| 1Y | +124.8% | +6.7% | +118.1% | +116.8% |
| 3Y | +591.3% | +47.5% | +543.7% | +440.7% |
| 5Y | +1,008.2% | +39.5% | +968.7% | +773.5% |
| All | +686.9% | +358.9% | +328.0% | +259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling