-18.3%
TOST vs SEI
+139.3%
-157.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +16.3% | -18.2% | -1.3% |
| 7D | -0.9% | +28.8% | -29.7% | +0.2% |
| 30D | -3.5% | +10.4% | -13.8% | -3.0% |
| 3M | +38.1% | -11.4% | +49.6% | +38.1% |
| 6M | +9.9% | +31.2% | -21.3% | +9.0% |
| YTD | -6.3% | +39.7% | -46.0% | -7.2% |
| 1Y | -18.3% | +149.0% | -167.3% | -18.6% |
| All | -18.3% | +139.3% | -157.6% | -18.6% |
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