+1,321.8%
TSM vs SEI
+605.9%
+715.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +6.2% | +10.5% | -4.3% | +4.3% |
| 30D | -7.3% | -8.0% | +0.7% | -6.5% |
| 3M | -7.1% | +6.7% | -13.9% | -9.6% |
| 6M | +0.2% | -17.0% | +17.3% | +1.2% |
| YTD | +32.2% | +39.7% | -7.4% | +21.2% |
| 1Y | +42.8% | +43.2% | -0.4% | +29.9% |
| 3Y | +330.4% | +676.3% | -345.9% | +183.4% |
| 5Y | +263.9% | +891.0% | -627.1% | +120.3% |
| All | +1,321.8% | +605.9% | +715.8% | +735.1% |
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