+260.8%
TMO vs SEI
+608.3%
-347.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.1% |
| 7D | -2.5% | +20.7% | -23.1% | -3.5% |
| 30D | -0.3% | +9.1% | -9.4% | -1.0% |
| 3M | +25.3% | -6.0% | +31.2% | +24.9% |
| 6M | +20.9% | +18.9% | +1.9% | +18.2% |
| YTD | +4.3% | +40.1% | -35.8% | +0.6% |
| 1Y | +27.0% | +120.6% | -93.6% | +18.2% |
| 3Y | +17.5% | +562.1% | -544.6% | -2.8% |
| 5Y | +6.9% | +954.5% | -947.5% | -16.3% |
| All | +260.8% | +608.3% | -347.5% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling