+648.8%
SEI vs TKO
+963.8%
-315.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -5.0% |
| 7D | +20.7% | +0.1% | +20.5% | +20.7% |
| 30D | +9.1% | -2.6% | +11.7% | +10.0% |
| 3M | -6.0% | -7.8% | +1.8% | -4.0% |
| 6M | +18.9% | -7.0% | +26.0% | +20.7% |
| YTD | +40.1% | -8.5% | +48.7% | +41.9% |
| 1Y | +120.6% | -1.3% | +121.9% | +117.1% |
| 3Y | +562.1% | +105.0% | +457.2% | +402.5% |
| 5Y | +954.5% | +292.9% | +661.6% | +518.1% |
| All | +648.8% | +963.8% | -315.0% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling