+32.6%
TNA vs SEI
+647.2%
-614.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.9% | -7.2% |
| 7D | -3.6% | +28.2% | -31.8% | -16.5% |
| 30D | -10.1% | +15.5% | -25.5% | -18.3% |
| 3M | +2.7% | -1.4% | +4.1% | -2.0% |
| 6M | +38.4% | +37.4% | +1.0% | +7.6% |
| YTD | +45.4% | +47.8% | -2.4% | +6.5% |
| 1Y | +55.9% | +174.3% | -118.4% | -22.4% |
| 3Y | +109.8% | +598.5% | -488.7% | -58.5% |
| 5Y | -22.5% | +1,026.2% | -1,048.7% | -90.5% |
| All | +32.6% | +647.2% | -614.6% | -79.5% |
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