+726.5%
SEI vs TSLQ
-97.2%
+823.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +4.9% |
| 7D | +22.6% | -6.6% | +29.2% | +21.3% |
| 30D | +9.1% | -24.3% | +33.4% | +4.0% |
| 3M | -11.3% | -3.6% | -7.7% | -8.4% |
| 6M | +22.0% | -12.0% | +34.0% | +27.2% |
| YTD | +47.3% | +1.4% | +45.9% | +59.8% |
| 1Y | +124.8% | -43.6% | +168.3% | +126.6% |
| 3Y | +591.3% | -95.4% | +686.7% | +509.9% |
| All | +726.5% | -97.2% | +823.7% | +654.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling