-10.4%
TSCO vs SEI
+999.8%
-1,010.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.7% |
| 7D | -5.7% | +22.6% | -28.2% | -6.2% |
| 30D | -8.8% | +9.1% | -17.9% | -9.1% |
| 3M | +6.3% | -11.3% | +17.7% | +6.5% |
| 6M | -32.3% | +22.0% | -54.3% | -33.2% |
| YTD | -32.7% | +47.3% | -80.0% | -34.3% |
| 1Y | -43.7% | +124.8% | -168.4% | -46.3% |
| 3Y | -19.7% | +591.3% | -610.9% | -32.8% |
| All | -10.4% | +999.8% | -1,010.2% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling