-17.3%
TEM vs SSNC
-3.0%
-14.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | +38.4% | +6.0% | +32.3% | +35.3% |
| 3M | +23.7% | +21.0% | +2.7% | +14.7% |
| 6M | +26.0% | +12.1% | +13.9% | +22.7% |
| YTD | +9.4% | -3.2% | +12.7% | +19.1% |
| 1Y | -17.3% | -4.4% | -12.9% | -0.9% |
| All | -17.3% | -3.0% | -14.3% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling