-5.6%
TLT vs SEI
+18.6%
-24.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.9% | +17.7% | +0.7% |
| 7D | +1.0% | -16.4% | +17.4% | +0.9% |
| 30D | +6.0% | -22.9% | +28.9% | +6.0% |
| 3M | -0.9% | -0.3% | -0.6% | -1.2% |
| 6M | -2.3% | -22.3% | +20.1% | -2.4% |
| YTD | -3.3% | +26.2% | -29.5% | -4.1% |
| 1Y | -5.6% | +8.2% | -13.8% | -6.0% |
| All | -5.6% | +18.6% | -24.2% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling