+30.0%
TNA vs SEI
+644.4%
-614.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | -1.6% |
| 7D | -7.3% | +22.6% | -29.9% | -17.8% |
| 30D | -14.2% | +9.1% | -23.3% | -19.7% |
| 3M | -4.6% | -11.3% | +6.8% | -3.7% |
| 6M | +36.9% | +22.0% | +14.9% | +13.9% |
| YTD | +42.5% | +47.3% | -4.7% | +4.5% |
| 1Y | +45.8% | +124.8% | -79.0% | -18.0% |
| 3Y | +104.7% | +591.3% | -486.6% | -59.3% |
| 5Y | -21.7% | +1,008.2% | -1,029.9% | -90.3% |
| All | +30.0% | +644.4% | -614.5% | -79.8% |
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