+686.9%
SEI vs TSN
+16.2%
+670.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.7% |
| 7D | +22.6% | +3.0% | +19.5% | +21.2% |
| 30D | +9.1% | -4.2% | +13.3% | +10.8% |
| 3M | -11.3% | -3.9% | -7.4% | -10.9% |
| 6M | +22.0% | -9.8% | +31.9% | +24.9% |
| YTD | +47.3% | -7.3% | +54.5% | +48.2% |
| 1Y | +124.8% | -2.2% | +127.0% | +119.5% |
| 3Y | +591.3% | +11.9% | +579.4% | +515.2% |
| 5Y | +1,008.2% | -16.9% | +1,025.2% | +1,017.6% |
| All | +686.9% | +16.2% | +670.7% | +639.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling