+657.9%
SEI vs TMF
-81.0%
+738.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.7% | +4.8% |
| 7D | +12.4% | -3.4% | +15.8% | +11.7% |
| 30D | -18.3% | +11.5% | -29.8% | -16.0% |
| 3M | +10.4% | -4.5% | +14.9% | +10.3% |
| 6M | -12.9% | -15.0% | +2.1% | -14.9% |
| YTD | +41.8% | -19.9% | +61.7% | +37.1% |
| 1Y | +30.3% | -26.6% | +56.9% | +23.6% |
| 3Y | +697.3% | -29.8% | +727.2% | +677.0% |
| 5Y | +877.0% | -88.2% | +965.1% | +514.0% |
| All | +657.9% | -81.0% | +738.9% | +485.4% |
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