+623.6%
SEI vs TYL
+152.8%
+470.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -10.8% | +4.3% | -15.1% | -11.2% |
| 30D | -19.0% | +28.0% | -47.0% | -21.0% |
| 3M | +5.8% | +32.3% | -26.5% | +2.1% |
| 6M | -14.9% | +29.9% | -44.8% | -18.5% |
| YTD | +35.4% | -7.1% | +42.5% | +38.2% |
| 1Y | +23.9% | -9.2% | +33.1% | +27.0% |
| 3Y | +661.3% | +0.7% | +660.6% | +646.9% |
| 5Y | +822.2% | -21.1% | +843.3% | +844.6% |
| All | +623.6% | +152.8% | +470.8% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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