+686.9%
SEI vs TRMB
+62.2%
+624.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.4% |
| 7D | +22.6% | -3.0% | +25.6% | +24.4% |
| 30D | +9.1% | +2.3% | +6.8% | +7.1% |
| 3M | -11.3% | +15.3% | -26.7% | -20.2% |
| 6M | +22.0% | -14.7% | +36.7% | +28.9% |
| YTD | +47.3% | -26.4% | +73.7% | +67.7% |
| 1Y | +124.8% | -30.4% | +155.2% | +165.6% |
| 3Y | +591.3% | +13.5% | +577.7% | +538.6% |
| 5Y | +1,008.2% | -38.6% | +1,046.8% | +1,242.4% |
| All | +686.9% | +62.2% | +624.8% | +487.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling