+919.3%
TEL vs SSNC
+1,037.0%
-117.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | +0.1% |
| 7D | -1.4% | -1.8% | +0.3% | -0.6% |
| 30D | -4.9% | +1.9% | -6.8% | -5.9% |
| 3M | +0.1% | +18.4% | -18.3% | -8.5% |
| 6M | +0.4% | +7.0% | -6.6% | -4.0% |
| YTD | -8.9% | -6.9% | -2.0% | -7.4% |
| 1Y | -0.3% | -8.2% | +7.9% | +1.8% |
| 3Y | +67.6% | +50.5% | +17.1% | +32.8% |
| 5Y | +50.7% | +17.4% | +33.3% | +34.1% |
| 10Y | +288.6% | +164.9% | +123.7% | +135.9% |
| All | +919.3% | +1,037.0% | -117.7% | +227.7% |
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 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