+684.7%
SEI vs TXT
+11.3%
+673.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.6% |
| 7D | +27.6% | -1.1% | +28.7% | +28.2% |
| 30D | -17.1% | +13.3% | -30.4% | -23.5% |
| 3M | +4.6% | -5.1% | +9.7% | +7.4% |
| 6M | -15.1% | -7.1% | -7.9% | -11.9% |
| YTD | +41.2% | -3.2% | +44.4% | +39.7% |
| 1Y | +37.5% | +2.3% | +35.2% | +30.7% |
| All | +684.7% | +11.3% | +673.5% | +540.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling