+161.7%
TTMI vs SEI
+134.3%
+27.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.7% | +0.4% |
| 7D | +0.7% | +22.6% | -21.9% | -11.6% |
| 30D | -8.4% | +9.1% | -17.5% | -13.9% |
| 3M | -32.5% | -11.3% | -21.1% | -29.2% |
| 6M | +32.5% | +22.0% | +10.5% | +18.6% |
| YTD | +83.2% | +47.3% | +36.0% | +46.4% |
| 1Y | +161.7% | +124.8% | +36.9% | +70.2% |
| All | +161.7% | +134.3% | +27.4% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling