-35.3%
TSLL vs SEI
+453.4%
-488.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.4% | -15.3% | -13.3% |
| 7D | +1.9% | +10.2% | -8.3% | -2.3% |
| 30D | +17.8% | -1.0% | +18.8% | +16.9% |
| 3M | -37.0% | -27.9% | -9.1% | -28.5% |
| 6M | -37.7% | +10.4% | -48.1% | -41.5% |
| YTD | -51.4% | +20.1% | -71.5% | -56.5% |
| 1Y | -23.4% | +109.7% | -133.1% | -46.9% |
| All | -35.3% | +453.4% | -488.7% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling