+560.2%
SEI vs TMF
-42.4%
+602.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.1% | +16.4% | +16.3% |
| 7D | +28.8% | +1.0% | +27.9% | +28.9% |
| 30D | +10.4% | -1.8% | +12.2% | +10.4% |
| 3M | -11.4% | -8.2% | -3.2% | -11.5% |
| 6M | +31.2% | -19.5% | +50.7% | +30.6% |
| YTD | +39.7% | -16.0% | +55.7% | +39.3% |
| 1Y | +149.0% | -22.5% | +171.5% | +147.4% |
| 3Y | +560.2% | -42.3% | +602.5% | +524.1% |
| All | +560.2% | -42.4% | +602.5% | +524.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling