-48.1%
TOST vs SEI
+1,017.8%
-1,065.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -3.2% |
| 7D | -4.7% | +28.2% | -32.9% | -7.5% |
| 30D | -9.1% | +15.5% | -24.6% | -10.9% |
| 3M | +29.8% | -1.4% | +31.2% | +28.2% |
| 6M | +10.0% | +37.4% | -27.4% | +2.6% |
| YTD | -8.6% | +47.8% | -56.4% | -16.5% |
| 1Y | -20.7% | +174.3% | -195.0% | -35.5% |
| 3Y | +55.7% | +598.5% | -542.8% | +0.7% |
| All | -48.1% | +1,017.8% | -1,065.9% | -71.9% |
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 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