+124.8%
SEI vs TRMB
-28.6%
+153.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +5.0% |
| 7D | +22.6% | -3.0% | +25.6% | +22.7% |
| 30D | +9.1% | +2.3% | +6.8% | +8.8% |
| 3M | -11.3% | +15.3% | -26.7% | -15.1% |
| 6M | +22.0% | -14.7% | +36.7% | +35.5% |
| YTD | +47.3% | -26.4% | +73.7% | +83.5% |
| 1Y | +124.8% | -30.4% | +155.2% | +204.3% |
| All | +124.8% | -28.6% | +153.4% | +204.3% |
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