+646.6%
SEI vs TYL
+108.5%
+538.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -4.5% | +20.7% | +16.8% |
| 7D | +28.8% | -7.6% | +36.4% | +29.9% |
| 30D | +10.4% | +11.3% | -1.0% | +8.5% |
| 3M | -11.4% | +14.5% | -25.9% | -14.2% |
| 6M | +31.2% | -7.1% | +38.3% | +31.8% |
| YTD | +39.7% | -23.4% | +63.1% | +45.5% |
| 1Y | +149.0% | -38.6% | +187.5% | +173.9% |
| 3Y | +560.2% | -11.3% | +571.5% | +548.5% |
| 5Y | +955.7% | -28.0% | +983.6% | +967.3% |
| All | +646.6% | +108.5% | +538.0% | +364.1% |
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