+72.1%
TFC vs SEI
+608.3%
-536.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +1.4% |
| 7D | -2.5% | +20.7% | -23.1% | -6.5% |
| 30D | -2.8% | +9.1% | -11.9% | -5.2% |
| 3M | +2.1% | -6.0% | +8.1% | +0.8% |
| 6M | +10.1% | +18.9% | -8.8% | +2.0% |
| YTD | +5.4% | +40.1% | -34.7% | -7.1% |
| 1Y | +16.3% | +120.6% | -104.3% | -9.9% |
| 3Y | +95.9% | +562.1% | -466.3% | -2.6% |
| 5Y | +16.0% | +954.5% | -938.5% | -54.3% |
| All | +72.1% | +608.3% | -536.2% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling