+93.0%
TFC vs SEI
+597.1%
-504.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.3% |
| 7D | -1.3% | +28.2% | -29.5% | -3.7% |
| 30D | -2.3% | +15.5% | -17.8% | -3.9% |
| 3M | +2.5% | -1.4% | +3.8% | +1.6% |
| 6M | +9.5% | +37.4% | -27.9% | +3.9% |
| YTD | +5.1% | +47.8% | -42.8% | -1.9% |
| 1Y | +15.5% | +174.3% | -158.8% | -2.1% |
| All | +93.0% | +597.1% | -504.1% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling