+221.3%
TSCO vs SEI
+644.4%
-423.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.8% |
| 7D | -5.7% | +22.6% | -28.2% | -6.9% |
| 30D | -8.8% | +9.1% | -17.9% | -9.4% |
| 3M | +6.3% | -11.3% | +17.7% | +6.5% |
| 6M | -32.3% | +22.0% | -54.3% | -33.9% |
| YTD | -32.7% | +47.3% | -80.0% | -35.4% |
| 1Y | -43.7% | +124.8% | -168.4% | -48.0% |
| 3Y | -19.7% | +591.3% | -610.9% | -36.8% |
| 5Y | -11.6% | +1,008.2% | -1,019.8% | -35.7% |
| All | +221.3% | +644.4% | -423.1% | +132.9% |
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