+593.8%
SEI vs TLN
+483.9%
+110.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.7% | +6.9% |
| 7D | +28.2% | +5.8% | +22.4% | +24.4% |
| 30D | +15.5% | -6.9% | +22.3% | +20.1% |
| 3M | -1.4% | -10.9% | +9.5% | +5.4% |
| 6M | +37.4% | -4.6% | +42.0% | +40.0% |
| YTD | +47.8% | -14.7% | +62.5% | +58.3% |
| 1Y | +174.3% | -17.9% | +192.2% | +201.0% |
| All | +593.8% | +483.9% | +110.0% | +397.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling