+170.7%
SSNC vs TCOM
-9.8%
+180.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -4.0% | -4.9% | +0.9% | -3.1% |
| 30D | +0.5% | -14.4% | +14.9% | +3.4% |
| 3M | +18.9% | -17.7% | +36.6% | +23.0% |
| 6M | +10.8% | -25.1% | +35.9% | +16.5% |
| YTD | -7.1% | -45.7% | +38.6% | +3.0% |
| 1Y | -9.6% | -47.9% | +38.2% | +0.9% |
| 3Y | +51.1% | +8.9% | +42.1% | +41.0% |
| 5Y | +19.7% | +26.9% | -7.2% | +2.0% |
| All | +170.7% | -9.8% | +180.5% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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