+8.2%
SEI vs TRMB
-31.2%
+39.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | -17.3% | +0.4% | -15.0% |
| 7D | -16.4% | -15.7% | -0.7% | -14.3% |
| 30D | -22.9% | -7.8% | -15.1% | -19.9% |
| 3M | -0.3% | -9.3% | +9.0% | +4.0% |
| 6M | -22.3% | -20.8% | -1.5% | -10.2% |
| YTD | +26.2% | -30.8% | +56.9% | +56.2% |
| 1Y | +8.2% | -31.0% | +39.2% | +38.7% |
| All | +8.2% | -31.2% | +39.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling