-44.4%
TOST vs SEI
+936.2%
-980.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | -0.5% |
| 7D | +4.0% | -4.3% | +8.3% | +4.0% |
| 30D | +11.1% | -18.0% | +29.1% | +12.2% |
| 3M | +0.8% | +8.2% | -7.4% | -1.9% |
| 6M | +38.8% | -13.9% | +52.7% | +37.0% |
| YTD | -2.1% | +37.0% | -39.1% | -11.1% |
| 1Y | -6.0% | +24.5% | -30.5% | -13.8% |
| 3Y | +149.8% | +681.1% | -531.3% | +54.2% |
| 5Y | -42.8% | +787.5% | -830.2% | -68.4% |
| All | -44.4% | +936.2% | -980.6% | -70.0% |
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 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