-29.3%
TE vs SSNC
+8.4%
-37.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.8% | +13.8% | +7.9% |
| 7D | +18.2% | -1.8% | +20.0% | +17.1% |
| 30D | -13.5% | +1.9% | -15.4% | -12.5% |
| 3M | -44.6% | +18.4% | -63.0% | -35.9% |
| All | -29.3% | +8.4% | -37.8% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling