-34.9%
TLT vs SEI
+1,021.5%
-1,056.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -0.5% |
| 7D | -0.3% | +28.2% | -28.5% | +0.1% |
| 30D | 0.0% | +15.5% | -15.5% | +0.2% |
| 3M | -2.9% | -1.4% | -1.5% | -2.8% |
| 6M | -6.3% | +37.4% | -43.7% | -5.5% |
| YTD | -3.3% | +47.8% | -51.2% | -2.3% |
| 1Y | -4.2% | +174.3% | -178.5% | -1.7% |
| 3Y | -1.7% | +598.5% | -600.1% | +5.6% |
| 5Y | -34.9% | +1,026.2% | -1,061.1% | -24.9% |
| All | -34.9% | +1,021.5% | -1,056.4% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling