+11.4%
TENB vs SSNC
+58.2%
-46.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | +1.3% |
| 7D | -5.0% | -1.8% | -3.2% | -3.8% |
| 30D | -7.4% | +1.9% | -9.3% | -8.5% |
| 3M | +22.3% | +18.4% | +3.9% | +6.5% |
| 6M | +60.2% | +7.0% | +53.2% | +51.2% |
| YTD | +43.2% | -6.9% | +50.2% | +50.3% |
| 1Y | +8.2% | -8.2% | +16.3% | +14.3% |
| 3Y | -23.8% | +50.5% | -74.3% | -46.4% |
| 5Y | -26.9% | +17.4% | -44.3% | -37.5% |
| All | +11.4% | +58.2% | -46.7% | -33.1% |
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