+591.3%
SEI vs TW
+19.1%
+572.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.0% |
| 7D | +22.6% | -4.5% | +27.1% | +22.2% |
| 30D | +9.1% | -2.3% | +11.4% | +8.9% |
| 3M | -11.3% | +2.6% | -13.9% | -12.3% |
| 6M | +22.0% | -17.5% | +39.6% | +25.6% |
| YTD | +47.3% | -5.3% | +52.6% | +45.8% |
| 1Y | +124.8% | -14.8% | +139.5% | +130.2% |
| 3Y | +591.3% | +18.8% | +572.4% | +657.7% |
| All | +591.3% | +19.1% | +572.2% | +657.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling