+632.2%
SEI vs TYL
+150.7%
+481.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.6% | +8.9% | +8.4% |
| 7D | -4.3% | +3.5% | -7.8% | -4.6% |
| 30D | -18.0% | +26.9% | -44.9% | -20.0% |
| 3M | +8.2% | +33.8% | -25.6% | +4.3% |
| 6M | -13.9% | +28.8% | -42.7% | -17.5% |
| YTD | +37.0% | -7.9% | +44.9% | +39.9% |
| 1Y | +24.5% | -9.8% | +34.3% | +27.6% |
| 3Y | +681.1% | +1.2% | +679.9% | +664.0% |
| 5Y | +787.5% | -22.8% | +810.3% | +813.8% |
| All | +632.2% | +150.7% | +481.5% | +346.0% |
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