+72.9%
TFC vs SEI
+606.2%
-533.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +16.3% | -18.4% | -5.3% |
| 7D | +2.2% | +28.8% | -26.6% | -3.1% |
| 30D | -2.5% | +10.4% | -12.8% | -5.0% |
| 3M | +4.5% | -11.4% | +16.0% | +4.5% |
| 6M | +11.0% | +31.2% | -20.2% | +0.6% |
| YTD | +5.9% | +39.7% | -33.8% | -6.6% |
| 1Y | +14.6% | +149.0% | -134.4% | -14.0% |
| 3Y | +96.7% | +560.2% | -463.5% | -2.1% |
| 5Y | +15.6% | +955.7% | -940.1% | -54.5% |
| All | +72.9% | +606.2% | -533.4% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SEI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling