-17.4%
TOST vs SEI
+105.8%
-123.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.4% | +0.2% |
| 7D | -3.4% | +10.2% | -13.7% | -3.0% |
| 30D | -2.4% | -1.0% | -1.4% | -2.5% |
| 3M | +34.6% | -27.9% | +62.5% | +33.7% |
| 6M | +15.2% | +10.4% | +4.8% | +13.5% |
| YTD | -4.4% | +20.1% | -24.5% | -6.0% |
| 1Y | -17.4% | +109.7% | -127.1% | -19.0% |
| All | -17.4% | +105.8% | -123.3% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling