+803.5%
TSEM vs SEI
+507.3%
+296.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.4% | +4.4% | +7.1% |
| 7D | +6.9% | +10.2% | -3.4% | +4.6% |
| 30D | +5.3% | -1.0% | +6.3% | +5.7% |
| 3M | -14.9% | -27.9% | +13.0% | -8.1% |
| 6M | +80.0% | +10.4% | +69.6% | +78.5% |
| YTD | +89.4% | +20.1% | +69.2% | +83.9% |
| 1Y | +253.1% | +109.7% | +143.4% | +207.3% |
| 3Y | +642.1% | +458.6% | +183.5% | +412.2% |
| 5Y | +659.1% | +775.3% | -116.2% | +344.8% |
| All | +803.5% | +507.3% | +296.2% | +414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling