-12.2%
TLT vs SSNC
+184.2%
-196.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.7% | +1.4% | -4.1% | -2.7% |
| 30D | +2.2% | -2.6% | +4.8% | +2.1% |
| 3M | -1.7% | -0.6% | -1.1% | -1.7% |
| 6M | -4.0% | +19.9% | -23.8% | -3.2% |
| YTD | -4.9% | -8.2% | +3.2% | -5.2% |
| 1Y | -7.4% | -5.5% | -1.8% | -7.5% |
| 3Y | +3.0% | +56.8% | -53.7% | +5.9% |
| 5Y | -35.1% | +7.8% | -42.9% | -35.3% |
| All | -12.2% | +184.2% | -196.4% | -7.6% |
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