+1,422.2%
TSM vs SEI
+608.3%
+813.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.8% |
| 7D | +2.6% | +20.7% | -18.0% | -0.9% |
| 30D | +1.4% | +9.1% | -7.7% | -0.6% |
| 3M | +5.0% | -6.0% | +11.0% | +5.0% |
| 6M | +24.0% | +18.9% | +5.0% | +18.6% |
| YTD | +41.6% | +40.1% | +1.4% | +31.0% |
| 1Y | +66.2% | +120.6% | -54.5% | +42.3% |
| 3Y | +398.2% | +562.1% | -163.9% | +239.2% |
| 5Y | +277.6% | +954.5% | -676.9% | +128.0% |
| All | +1,422.2% | +608.3% | +813.9% | +803.0% |
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