+542.0%
SEI vs TYL
+118.2%
+423.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.0% | +7.5% | +3.9% |
| 7D | +10.2% | -3.7% | +13.9% | +10.7% |
| 30D | -1.0% | +18.7% | -19.8% | -3.4% |
| 3M | -27.9% | +18.1% | -46.1% | -30.3% |
| 6M | +10.4% | -1.1% | +11.5% | +9.9% |
| YTD | +20.1% | -19.8% | +40.0% | +24.6% |
| 1Y | +109.7% | -34.3% | +144.0% | +128.4% |
| 3Y | +458.6% | -8.2% | +466.9% | +448.2% |
| 5Y | +775.3% | -25.4% | +800.7% | +784.4% |
| All | +542.0% | +118.2% | +423.7% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling