+575.6%
SEI vs TYL
+152.1%
+423.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -2.3% | +16.6% | +14.4% |
| 7D | -18.3% | +6.7% | -24.9% | -18.8% |
| 30D | -24.4% | +26.5% | -51.0% | -26.2% |
| 3M | +1.5% | +37.3% | -35.8% | -2.5% |
| 6M | -25.1% | +31.2% | -56.3% | -28.5% |
| YTD | +26.4% | -7.4% | +33.8% | +29.0% |
| 1Y | +8.9% | -9.6% | +18.5% | +11.7% |
| 3Y | +586.7% | +1.9% | +584.8% | +571.2% |
| 5Y | +717.9% | -21.1% | +739.0% | +737.6% |
| All | +575.6% | +152.1% | +423.5% | +311.4% |
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