+648.8%
SEI vs TMF
-81.1%
+729.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.8% | -5.9% |
| 7D | +20.7% | -4.8% | +25.4% | +19.5% |
| 30D | +9.1% | -4.9% | +14.0% | +8.2% |
| 3M | -6.0% | -13.4% | +7.4% | -8.6% |
| 6M | +18.9% | -23.0% | +42.0% | +13.0% |
| YTD | +40.1% | -20.2% | +60.3% | +34.4% |
| 1Y | +120.6% | -26.5% | +147.1% | +108.4% |
| 3Y | +562.1% | -45.2% | +607.3% | +504.7% |
| 5Y | +954.5% | -88.4% | +1,042.9% | +559.8% |
| All | +648.8% | -81.1% | +729.9% | +473.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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