-46.4%
TOST vs SEI
+967.5%
-1,013.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -4.7% | +27.6% | -32.3% | -6.9% |
| 30D | +8.5% | -17.1% | +25.6% | +9.6% |
| 3M | -1.6% | +4.6% | -6.2% | -3.8% |
| 6M | +44.1% | -15.1% | +59.2% | +42.7% |
| YTD | -5.6% | +41.2% | -46.8% | -14.5% |
| 1Y | -12.6% | +37.5% | -50.1% | -20.8% |
| 3Y | +137.6% | +693.7% | -556.1% | +46.7% |
| 5Y | -30.4% | +901.7% | -932.1% | -63.5% |
| All | -46.4% | +967.5% | -1,013.9% | -71.2% |
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