+270.9%
TJX vs SEI
+644.4%
-373.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.7% |
| 7D | -4.6% | +22.6% | -27.2% | -6.4% |
| 30D | -17.2% | +9.1% | -26.3% | -18.0% |
| 3M | -24.9% | -11.3% | -13.6% | -24.8% |
| 6M | -19.7% | +22.0% | -41.7% | -22.5% |
| YTD | -17.2% | +47.3% | -64.5% | -22.1% |
| 1Y | -9.4% | +124.8% | -134.2% | -19.4% |
| 3Y | +43.1% | +591.3% | -548.2% | +1.2% |
| 5Y | +96.7% | +1,008.2% | -911.5% | +20.9% |
| All | +270.9% | +644.4% | -373.6% | +116.2% |
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