+954.5%
SEI vs TRMB
-39.6%
+994.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.7% |
| 7D | +20.7% | -5.4% | +26.1% | +23.6% |
| 30D | +9.1% | -2.0% | +11.1% | +9.4% |
| 3M | -6.0% | +12.3% | -18.3% | -13.8% |
| 6M | +18.9% | -17.6% | +36.5% | +28.4% |
| YTD | +40.1% | -27.5% | +67.6% | +61.3% |
| 1Y | +120.6% | -29.1% | +149.7% | +158.9% |
| 3Y | +562.1% | +11.5% | +550.6% | +544.8% |
| 5Y | +954.5% | -39.5% | +993.9% | +1,040.1% |
| All | +954.5% | -39.6% | +994.1% | +1,040.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling