+77.9%
TEM vs SSNC
+36.0%
+41.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.8% | -5.8% |
| 7D | -5.9% | +2.3% | -8.2% | -7.8% |
| 30D | +4.8% | -3.1% | +7.9% | +6.0% |
| 3M | +31.9% | -2.7% | +34.6% | +33.0% |
| 6M | +56.0% | +23.7% | +32.3% | +17.0% |
| YTD | +21.3% | -8.0% | +29.3% | +34.3% |
| 1Y | +5.4% | -4.7% | +10.1% | +10.3% |
| All | +77.9% | +36.0% | +41.9% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling