-15.5%
TPR vs SEI
+15.4%
-30.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.2% |
| 7D | -2.3% | +10.2% | -12.5% | -2.9% |
| 30D | -23.0% | -1.0% | -21.9% | -22.9% |
| 3M | -12.5% | -27.9% | +15.5% | -10.6% |
| All | -15.5% | +15.4% | -30.9% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling