+38.8%
TMUS vs SEI
+565.9%
-527.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +16.3% | -16.2% | +0.4% |
| 7D | -0.3% | +28.8% | -29.1% | +0.2% |
| 30D | +3.1% | +10.4% | -7.2% | +3.3% |
| 3M | +2.4% | -11.4% | +13.8% | +2.6% |
| 6M | -17.1% | +31.2% | -48.3% | -17.1% |
| YTD | -9.1% | +39.7% | -48.8% | -9.2% |
| 1Y | -23.6% | +149.0% | -172.6% | -25.0% |
| 3Y | +38.8% | +560.2% | -521.3% | +32.4% |
| All | +38.8% | +565.9% | -527.1% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling