+29.9%
SEI vs TW
-17.1%
+47.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -3.0% | +19.3% | +13.4% |
| 7D | +28.8% | -3.5% | +32.3% | +25.2% |
| 30D | +10.4% | +0.5% | +9.9% | +11.5% |
| 3M | -11.4% | +4.9% | -16.4% | -7.7% |
| All | +29.9% | -17.1% | +47.0% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling