+686.9%
SEI vs TXT
+68.8%
+618.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +3.6% |
| 7D | +22.6% | +2.4% | +20.1% | +20.8% |
| 30D | +9.1% | -8.9% | +18.0% | +16.2% |
| 3M | -11.3% | -13.6% | +2.2% | -2.3% |
| 6M | +22.0% | -13.1% | +35.1% | +33.2% |
| YTD | +47.3% | -7.0% | +54.3% | +51.6% |
| 1Y | +124.8% | -1.4% | +126.2% | +122.1% |
| 3Y | +591.3% | +6.9% | +584.3% | +531.4% |
| 5Y | +1,008.2% | +15.4% | +992.8% | +833.0% |
| All | +686.9% | +68.8% | +618.2% | +380.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling