+554.5%
SEI vs TXG
+24.6%
+529.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +5.5% |
| 7D | +28.2% | +9.1% | +19.1% | +26.9% |
| 30D | +15.5% | +14.9% | +0.6% | +13.3% |
| 3M | -1.4% | +120.0% | -121.3% | -11.0% |
| 6M | +37.4% | +221.8% | -184.4% | +17.6% |
| YTD | +47.8% | +312.6% | -264.7% | +22.3% |
| 1Y | +174.3% | +398.4% | -224.1% | +120.2% |
| 3Y | +598.5% | +42.1% | +556.4% | +520.1% |
| 5Y | +1,026.2% | -63.5% | +1,089.7% | +1,008.3% |
| All | +554.5% | +24.6% | +529.9% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling