+8.2%
SEI vs TLN
-17.6%
+25.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | -8.5% | -8.4% | -10.6% |
| 7D | -16.4% | -6.0% | -10.4% | -11.8% |
| 30D | -22.9% | -1.5% | -21.4% | -20.2% |
| 3M | -0.3% | -3.9% | +3.6% | +4.5% |
| 6M | -22.3% | -15.0% | -7.3% | -12.4% |
| YTD | +26.2% | -12.8% | +39.0% | +33.6% |
| 1Y | +8.2% | -17.3% | +25.5% | +17.1% |
| All | +8.2% | -17.6% | +25.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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