+591.3%
SEI vs TXG
+43.8%
+547.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +4.6% |
| 7D | +22.6% | +9.5% | +13.1% | +21.1% |
| 30D | +9.1% | +18.8% | -9.7% | +6.4% |
| 3M | -11.3% | +136.1% | -147.4% | -21.4% |
| 6M | +22.0% | +235.2% | -213.2% | +2.8% |
| YTD | +47.3% | +320.5% | -273.3% | +19.8% |
| 1Y | +124.8% | +425.2% | -300.4% | +76.9% |
| 3Y | +591.3% | +42.9% | +548.4% | +594.7% |
| All | +591.3% | +43.8% | +547.5% | +594.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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