+104.7%
TNA vs SEI
+594.6%
-489.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | -0.7% |
| 7D | -7.3% | +22.6% | -29.9% | -14.4% |
| 30D | -14.2% | +9.1% | -23.3% | -17.7% |
| 3M | -4.6% | -11.3% | +6.8% | -3.3% |
| 6M | +36.9% | +22.0% | +14.9% | +22.2% |
| YTD | +42.5% | +47.3% | -4.7% | +17.4% |
| 1Y | +45.8% | +124.8% | -79.0% | +2.1% |
| 3Y | +104.7% | +591.3% | -486.6% | -25.9% |
| All | +104.7% | +594.6% | -489.9% | -25.9% |
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 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