+759.5%
TSEM vs SEI
+644.4%
+115.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.5% |
| 7D | -4.9% | +22.6% | -27.4% | -9.6% |
| 30D | -18.7% | +9.1% | -27.8% | -20.6% |
| 3M | -18.1% | -11.3% | -6.8% | -16.1% |
| 6M | +77.1% | +22.0% | +55.1% | +70.3% |
| YTD | +80.1% | +47.3% | +32.9% | +66.3% |
| 1Y | +220.4% | +124.8% | +95.6% | +172.1% |
| 3Y | +650.1% | +591.3% | +58.8% | +391.4% |
| 5Y | +628.9% | +1,008.2% | -379.3% | +303.2% |
| All | +759.5% | +644.4% | +115.1% | +365.7% |
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