+689.9%
SEI vs TRMB
+61.5%
+628.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +7.0% |
| 7D | +28.2% | -2.9% | +31.1% | +29.9% |
| 30D | +15.5% | -1.8% | +17.3% | +15.6% |
| 3M | -1.4% | +8.4% | -9.8% | -8.3% |
| 6M | +37.4% | -18.5% | +55.9% | +48.6% |
| YTD | +47.8% | -26.7% | +74.6% | +68.6% |
| 1Y | +174.3% | -28.3% | +202.6% | +218.6% |
| 3Y | +598.5% | +12.6% | +585.9% | +547.6% |
| 5Y | +1,026.2% | -38.7% | +1,064.9% | +1,264.7% |
| All | +689.9% | +61.5% | +628.4% | +490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling