+542.0%
SEI vs TMF
-80.1%
+622.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.1% | +3.5% |
| 7D | +10.2% | -1.4% | +11.7% | +9.9% |
| 30D | -1.0% | -2.8% | +1.8% | -1.4% |
| 3M | -27.9% | -10.9% | -17.0% | -29.5% |
| 6M | +10.4% | -21.3% | +31.7% | +5.4% |
| YTD | +20.1% | -15.9% | +36.0% | +16.4% |
| 1Y | +109.7% | -15.7% | +125.5% | +103.7% |
| 3Y | +458.6% | -43.4% | +502.0% | +413.0% |
| 5Y | +775.3% | -87.8% | +863.0% | +454.3% |
| All | +542.0% | -80.1% | +622.1% | +397.1% |
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 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