+686.9%
SEI vs TKO
+967.6%
-280.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +22.6% | +2.3% | +20.3% | +21.9% |
| 30D | +9.1% | -2.5% | +11.6% | +10.0% |
| 3M | -11.3% | -10.6% | -0.7% | -8.6% |
| 6M | +22.0% | -5.1% | +27.1% | +23.0% |
| YTD | +47.3% | -8.2% | +55.5% | +49.0% |
| 1Y | +124.8% | -4.4% | +129.2% | +123.6% |
| 3Y | +591.3% | +100.4% | +490.9% | +428.7% |
| 5Y | +1,008.2% | +294.3% | +713.9% | +548.9% |
| All | +686.9% | +967.6% | -280.6% | +189.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling