+1,154.3%
SSNC vs TCOM
+103.6%
+1,050.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.6% | -9.5% | +10.2% | +2.3% |
| 30D | +6.0% | -10.7% | +16.8% | +8.0% |
| 3M | +21.0% | -14.6% | +35.6% | +23.9% |
| 6M | +12.1% | -19.3% | +31.4% | +15.8% |
| YTD | -3.2% | -42.9% | +39.7% | +5.3% |
| 1Y | -4.4% | -43.8% | +39.4% | +4.2% |
| 3Y | +51.6% | +2.1% | +49.5% | +45.2% |
| 5Y | +21.1% | +31.2% | -10.1% | +5.3% |
| 10Y | +177.7% | -13.9% | +191.6% | +145.1% |
| All | +1,154.3% | +103.6% | +1,050.7% | +857.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling