+654.3%
SEI vs TMF
-81.9%
+736.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | -1.4% |
| 7D | +27.6% | -8.2% | +35.8% | +25.4% |
| 30D | -17.1% | +5.3% | -22.5% | -15.8% |
| 3M | +4.6% | -8.5% | +13.0% | +3.6% |
| 6M | -15.1% | -17.2% | +2.1% | -17.5% |
| YTD | +41.2% | -23.4% | +64.6% | +35.2% |
| 1Y | +37.5% | -30.2% | +67.8% | +29.1% |
| 3Y | +693.7% | -32.9% | +726.6% | +666.2% |
| 5Y | +901.7% | -88.5% | +990.3% | +526.8% |
| All | +654.3% | -81.9% | +736.2% | +477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling