+329.1%
TXN vs SEI
+644.4%
-315.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +3.1% |
| 7D | +4.0% | +22.6% | -18.6% | +0.6% |
| 30D | -2.9% | +9.1% | -11.9% | -4.4% |
| 3M | -9.1% | -11.3% | +2.2% | -8.3% |
| 6M | +36.6% | +22.0% | +14.6% | +31.3% |
| YTD | +57.5% | +47.3% | +10.2% | +46.3% |
| 1Y | +49.5% | +124.8% | -75.2% | +29.6% |
| 3Y | +76.5% | +591.3% | -514.7% | +18.1% |
| 5Y | +62.4% | +1,008.2% | -945.8% | -5.0% |
| All | +329.1% | +644.4% | -315.3% | +143.0% |
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 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