-48.5%
TE vs SSNC
+38.6%
-87.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.8% | +13.8% | +11.6% |
| 7D | +18.2% | -1.8% | +20.0% | +18.9% |
| 30D | -13.5% | +1.9% | -15.4% | -14.4% |
| 3M | -44.6% | +18.4% | -63.0% | -49.8% |
| 6M | -24.7% | +7.0% | -31.7% | -28.5% |
| YTD | -24.3% | -6.9% | -17.3% | -23.3% |
| 1Y | +155.6% | -8.2% | +163.7% | +160.0% |
| 3Y | -18.3% | +50.5% | -68.8% | -32.4% |
| 5Y | -41.3% | +17.4% | -58.7% | -49.0% |
| All | -48.5% | +38.6% | -87.1% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling