-45.7%
TOST vs SEI
+808.5%
-854.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.4% | -0.3% |
| 7D | -3.4% | +10.2% | -13.7% | -4.5% |
| 30D | -2.4% | -1.0% | -1.4% | -2.6% |
| 3M | +34.6% | -27.9% | +62.5% | +38.1% |
| 6M | +15.2% | +10.4% | +4.8% | +10.3% |
| YTD | -4.4% | +20.1% | -24.5% | -10.5% |
| 1Y | -17.4% | +109.7% | -127.1% | -30.4% |
| 3Y | +54.5% | +458.6% | -404.2% | +2.7% |
| All | -45.7% | +808.5% | -854.2% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling