+9.1%
TE vs SSNC
+58.0%
-48.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -19.1% | +2.3% | -21.4% | -19.9% |
| 30D | -34.1% | -3.1% | -31.0% | -33.6% |
| 3M | -60.1% | -2.7% | -57.4% | -60.0% |
| 6M | -66.0% | +23.7% | -89.6% | -71.6% |
| YTD | -71.4% | -8.0% | -63.4% | -69.4% |
| 1Y | -45.3% | -4.7% | -40.6% | -43.6% |
| 3Y | +9.1% | +58.0% | -48.8% | -28.1% |
| All | +9.1% | +58.0% | -48.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 3y: compounded portfolio wealth divided by compounded SSNC 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…
3y analysis · Full analysis span regression · 6 months rolling