-52.1%
TSLL vs SEI
+564.3%
-616.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.4% | +2.5% | +7.5% |
| 7D | -14.3% | -4.3% | -10.0% | -12.7% |
| 30D | -6.2% | -18.0% | +11.9% | +0.8% |
| 3M | +21.2% | +8.2% | +13.0% | +14.9% |
| 6M | -36.6% | -13.9% | -22.7% | -34.3% |
| YTD | -47.8% | +37.0% | -84.8% | -55.7% |
| 1Y | -45.2% | +24.5% | -69.7% | -52.2% |
| 3Y | -3.3% | +681.1% | -684.3% | -54.7% |
| All | -52.1% | +564.3% | -616.4% | -78.3% |
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