+787.5%
SEI vs TMF
-88.4%
+875.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +8.4% |
| 7D | -4.3% | +0.6% | -4.9% | -4.1% |
| 30D | -18.0% | +16.3% | -34.4% | -16.7% |
| 3M | +8.2% | -2.7% | +10.9% | +8.6% |
| 6M | -13.9% | -13.2% | -0.7% | -14.4% |
| YTD | +37.0% | -16.7% | +53.7% | +35.8% |
| 1Y | +24.5% | -22.7% | +47.2% | +22.4% |
| 3Y | +681.1% | -26.1% | +707.1% | +677.3% |
| 5Y | +787.5% | -88.4% | +875.9% | +589.4% |
| All | +787.5% | -88.4% | +875.9% | +589.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling