+782.3%
SEI vs TYL
-25.2%
+807.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.0% | +7.5% | +3.5% |
| 7D | +10.2% | -3.7% | +13.9% | +10.3% |
| 30D | -1.0% | +18.7% | -19.8% | -1.3% |
| 3M | -27.9% | +18.1% | -46.1% | -28.4% |
| 6M | +10.4% | -1.1% | +11.5% | +12.0% |
| YTD | +20.1% | -19.8% | +40.0% | +25.9% |
| 1Y | +109.7% | -34.3% | +144.0% | +128.8% |
| 3Y | +458.6% | -8.2% | +466.9% | +461.2% |
| All | +782.3% | -25.2% | +807.5% | +790.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling