+8.2%
SEI vs TKO
+5.6%
+2.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +3.4% | -20.3% | -16.7% |
| 7D | -16.4% | +11.3% | -27.7% | -16.3% |
| 30D | -22.9% | +9.3% | -32.2% | -22.8% |
| 3M | -0.3% | +5.3% | -5.6% | +0.1% |
| 6M | -22.3% | +4.9% | -27.2% | -22.4% |
| YTD | +26.2% | -6.3% | +32.5% | +27.2% |
| 1Y | +8.2% | +4.9% | +3.3% | +1.6% |
| All | +8.2% | +5.6% | +2.6% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling