+233.8%
TPR vs SEI
+606.2%
-372.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +16.3% | -20.0% | -7.3% |
| 7D | -3.4% | +28.8% | -32.2% | -9.1% |
| 30D | -27.3% | +10.4% | -37.7% | -29.5% |
| 3M | -16.2% | -11.4% | -4.8% | -16.2% |
| 6M | -17.9% | +31.2% | -49.1% | -26.1% |
| YTD | -7.1% | +39.7% | -46.8% | -18.9% |
| 1Y | +13.6% | +149.0% | -135.4% | -16.2% |
| 3Y | +293.7% | +560.2% | -266.4% | +87.5% |
| 5Y | +239.1% | +955.7% | -716.6% | +22.4% |
| All | +233.8% | +606.2% | -372.4% | +17.0% |
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