+729.6%
SEI vs TSLQ
-97.3%
+826.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | +28.2% | -8.0% | +36.2% | +26.6% |
| 30D | +15.5% | -23.8% | +39.3% | +10.2% |
| 3M | -1.4% | -7.0% | +5.6% | +1.5% |
| 6M | +37.4% | -17.1% | +54.5% | +41.6% |
| YTD | +47.8% | +0.1% | +47.8% | +59.9% |
| 1Y | +174.3% | -51.2% | +225.5% | +169.8% |
| 3Y | +598.5% | -95.9% | +694.4% | +507.5% |
| All | +729.6% | -97.3% | +826.8% | +654.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling