+673.3%
TTMI vs SEI
+644.4%
+28.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.7% | +1.9% |
| 7D | +0.7% | +22.6% | -21.9% | -5.3% |
| 30D | -8.4% | +9.1% | -17.5% | -11.0% |
| 3M | -32.5% | -11.3% | -21.1% | -30.3% |
| 6M | +32.5% | +22.0% | +10.5% | +26.3% |
| YTD | +83.2% | +47.3% | +36.0% | +66.0% |
| 1Y | +161.7% | +124.8% | +36.9% | +115.3% |
| 3Y | +890.1% | +591.3% | +298.9% | +469.8% |
| 5Y | +832.4% | +1,008.2% | -175.8% | +350.1% |
| All | +673.3% | +644.4% | +28.9% | +262.8% |
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