+691.1%
TTMI vs SEI
+606.2%
+84.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +16.3% | -13.3% | -1.5% |
| 7D | +12.2% | +28.8% | -16.7% | +4.2% |
| 30D | -5.7% | +10.4% | -16.1% | -8.5% |
| 3M | -27.5% | -11.4% | -16.1% | -25.0% |
| 6M | +47.1% | +31.2% | +16.0% | +38.2% |
| YTD | +87.5% | +39.7% | +47.7% | +72.6% |
| 1Y | +175.2% | +149.0% | +26.2% | +121.7% |
| 3Y | +901.9% | +560.2% | +341.8% | +485.1% |
| 5Y | +843.5% | +955.7% | -112.2% | +362.4% |
| All | +691.1% | +606.2% | +84.9% | +277.2% |
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 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