+408.4%
SEI vs TW
+209.8%
+198.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.1% |
| 7D | +20.7% | -2.7% | +23.4% | +21.2% |
| 30D | +9.1% | -1.7% | +10.9% | +9.2% |
| 3M | -6.0% | +1.6% | -7.6% | -7.9% |
| 6M | +18.9% | -17.7% | +36.6% | +23.1% |
| YTD | +40.1% | -4.3% | +44.5% | +37.7% |
| 1Y | +120.6% | -13.1% | +133.7% | +122.7% |
| 3Y | +562.1% | +20.3% | +541.9% | +504.1% |
| 5Y | +954.5% | +22.0% | +932.5% | +831.5% |
| All | +408.4% | +209.8% | +198.5% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling