+542.0%
SEI vs TXT
+64.7%
+477.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.7% |
| 7D | +10.2% | -4.8% | +15.0% | +13.8% |
| 30D | -1.0% | -10.6% | +9.6% | +6.6% |
| 3M | -27.9% | -13.2% | -14.7% | -20.9% |
| 6M | +10.4% | -20.3% | +30.7% | +27.3% |
| YTD | +20.1% | -9.3% | +29.4% | +25.5% |
| 1Y | +109.7% | -2.7% | +112.4% | +108.9% |
| 3Y | +458.6% | +1.4% | +457.2% | +428.2% |
| 5Y | +775.3% | +9.6% | +765.7% | +662.3% |
| All | +542.0% | +64.7% | +477.2% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling