-80.9%
TTD vs SEI
+1,021.5%
-1,102.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -1.5% |
| 7D | -4.6% | +28.2% | -32.8% | -6.8% |
| 30D | +3.7% | +15.5% | -11.8% | +2.0% |
| 3M | -30.2% | -1.4% | -28.8% | -30.9% |
| 6M | -51.4% | +37.4% | -88.8% | -54.4% |
| YTD | -63.4% | +47.8% | -111.3% | -66.2% |
| 1Y | -73.5% | +174.3% | -247.8% | -77.9% |
| 3Y | -83.5% | +598.5% | -681.9% | -89.0% |
| 5Y | -80.9% | +1,026.2% | -1,107.2% | -89.0% |
| All | -80.9% | +1,021.5% | -1,102.5% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling