+581.7%
TLN vs SSNC
+57.0%
+524.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +4.9% | +4.0% |
| 7D | +7.1% | +0.6% | +6.4% | +6.9% |
| 30D | -3.9% | +6.0% | -9.9% | -5.1% |
| 3M | -16.2% | +21.0% | -37.1% | -19.8% |
| 6M | -5.8% | +12.1% | -17.9% | -7.7% |
| YTD | -15.4% | -3.2% | -12.2% | -13.0% |
| 1Y | -16.7% | -4.4% | -12.3% | -13.9% |
| 3Y | +473.8% | +51.6% | +422.1% | +453.0% |
| All | +581.7% | +57.0% | +524.7% | +549.6% |
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 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