-40.6%
TOST vs SEI
+706.3%
-746.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.3% | -15.7% | -2.7% |
| 7D | +9.4% | -18.3% | +27.7% | +11.0% |
| 30D | +13.5% | -24.4% | +37.9% | +15.5% |
| 3M | -0.1% | +1.5% | -1.7% | -2.3% |
| 6M | +22.5% | -25.1% | +47.6% | +22.7% |
| YTD | -2.4% | +26.4% | -28.8% | -10.6% |
| 1Y | -4.7% | +8.9% | -13.6% | -11.2% |
| 3Y | +103.2% | +586.7% | -483.4% | +28.2% |
| All | -40.6% | +706.3% | -746.9% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling