+270.5%
TGT vs SEI
+644.4%
-374.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.3% |
| 7D | -5.2% | +22.6% | -27.8% | -6.8% |
| 30D | +1.2% | +9.1% | -7.9% | +0.3% |
| 3M | +18.4% | -11.3% | +29.7% | +18.5% |
| 6M | +33.4% | +22.0% | +11.4% | +29.4% |
| YTD | +63.8% | +47.3% | +16.5% | +55.6% |
| 1Y | +77.2% | +124.8% | -47.6% | +60.6% |
| 3Y | +41.8% | +591.3% | -549.5% | +8.4% |
| 5Y | -25.5% | +1,008.2% | -1,033.8% | -47.3% |
| All | +270.5% | +644.4% | -374.0% | +154.3% |
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