+184.5%
TMUS vs SEI
+647.2%
-462.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.8% | -8.2% | -2.7% |
| 7D | -5.3% | +28.2% | -33.6% | -6.5% |
| 30D | +0.1% | +15.5% | -15.4% | -0.8% |
| 3M | -0.6% | -1.4% | +0.8% | -1.1% |
| 6M | -17.5% | +37.4% | -55.0% | -20.0% |
| YTD | -11.3% | +47.8% | -59.1% | -14.6% |
| 1Y | -25.4% | +174.3% | -199.7% | -32.1% |
| 3Y | +35.5% | +598.5% | -563.0% | +7.6% |
| 5Y | +41.9% | +1,026.2% | -984.3% | +3.4% |
| All | +184.5% | +647.2% | -462.6% | +105.9% |
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 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