+1,425.3%
TSM vs SEI
+507.3%
+918.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.6% | +2.2% |
| 7D | +2.7% | +10.2% | -7.5% | +0.9% |
| 30D | +3.6% | -1.0% | +4.6% | +3.5% |
| 3M | -3.4% | -27.9% | +24.6% | +1.5% |
| 6M | +20.6% | +10.4% | +10.2% | +17.2% |
| YTD | +41.9% | +20.1% | +21.7% | +35.3% |
| 1Y | +84.4% | +109.7% | -25.4% | +59.8% |
| 3Y | +380.2% | +458.6% | -78.4% | +237.7% |
| 5Y | +275.3% | +775.3% | -500.0% | +134.7% |
| All | +1,425.3% | +507.3% | +918.0% | +832.1% |
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 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