-48.5%
TE vs SSNC
+14.9%
-63.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.4% |
| 7D | +0.9% | -6.7% | +7.6% | +5.5% |
| 30D | -16.3% | -0.8% | -15.5% | -16.2% |
| 3M | -40.8% | +16.1% | -56.8% | -49.2% |
| 6M | -42.6% | +7.9% | -50.6% | -47.8% |
| YTD | -31.4% | -8.7% | -22.7% | -28.7% |
| 1Y | +144.9% | -9.5% | +154.4% | +155.4% |
| 3Y | -26.0% | +47.7% | -73.7% | -50.7% |
| 5Y | -48.5% | +17.6% | -66.1% | -55.4% |
| All | -48.5% | +14.9% | -63.4% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling