+310.3%
TPR vs SEI
+471.5%
-161.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.4% |
| 7D | -2.3% | +10.2% | -12.5% | -3.4% |
| 30D | -23.0% | -1.0% | -21.9% | -23.0% |
| 3M | -12.5% | -27.9% | +15.5% | -9.9% |
| 6M | -21.4% | +10.4% | -31.8% | -23.9% |
| YTD | -3.5% | +20.1% | -23.7% | -8.3% |
| 1Y | +17.4% | +109.7% | -92.4% | +2.2% |
| All | +310.3% | +471.5% | -161.2% | +187.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling