+606.0%
TT vs SEI
+605.9%
+0.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.3% |
| 7D | +4.0% | +10.5% | -6.4% | +2.7% |
| 30D | -11.3% | -8.0% | -3.3% | -11.0% |
| 3M | -12.3% | +6.7% | -19.0% | -14.2% |
| 6M | -10.8% | -17.0% | +6.2% | -10.7% |
| YTD | +8.2% | +39.7% | -31.5% | +0.3% |
| 1Y | +1.5% | +43.2% | -41.7% | -6.5% |
| 3Y | +91.5% | +676.3% | -584.9% | +30.8% |
| 5Y | +130.2% | +891.0% | -760.8% | +43.2% |
| All | +606.0% | +605.9% | +0.1% | +309.1% |
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