+771.4%
SEI vs TLN
+571.8%
+199.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.5% | -2.7% | -3.8% |
| 7D | +20.7% | +2.0% | +18.7% | +19.6% |
| 30D | +9.1% | -12.9% | +22.1% | +18.0% |
| 3M | -6.0% | -7.4% | +1.4% | -1.2% |
| 6M | +18.9% | -6.0% | +25.0% | +22.3% |
| YTD | +40.1% | -16.9% | +57.0% | +52.3% |
| 1Y | +120.6% | -22.6% | +143.3% | +149.4% |
| 3Y | +562.1% | +469.0% | +93.1% | +324.9% |
| All | +771.4% | +571.8% | +199.6% | +445.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling