+587.5%
TLN vs SSNC
+48.9%
+538.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | +5.8% | -3.9% | +9.7% | +6.6% |
| 30D | -6.9% | -0.2% | -6.7% | -6.9% |
| 3M | -10.9% | +15.9% | -26.8% | -14.2% |
| 6M | -4.6% | +7.5% | -12.1% | -5.9% |
| YTD | -14.7% | -8.2% | -6.5% | -11.4% |
| 1Y | -17.9% | -9.3% | -8.6% | -14.4% |
| 3Y | +483.9% | +48.5% | +435.4% | +469.6% |
| All | +587.5% | +48.9% | +538.6% | +561.6% |
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