+109.7%
SEI vs TSLQ
-50.5%
+160.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +12.0% | -8.5% | +6.7% |
| 7D | +10.2% | -5.8% | +16.0% | +8.8% |
| 30D | -1.0% | -22.1% | +21.1% | -7.4% |
| 3M | -27.9% | +10.1% | -38.0% | -21.8% |
| 6M | +10.4% | -6.8% | +17.2% | +17.6% |
| YTD | +20.1% | +8.5% | +11.6% | +34.6% |
| 1Y | +109.7% | -49.7% | +159.5% | +140.6% |
| All | +109.7% | -50.5% | +160.2% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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