-5.9%
TLT vs SSNC
-9.9%
+4.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -1.6% | -6.7% | +5.2% | -1.3% |
| 30D | -1.3% | -0.8% | -0.5% | -1.3% |
| 3M | -3.7% | +16.1% | -19.8% | -4.1% |
| 6M | -6.4% | +7.9% | -14.3% | -6.6% |
| YTD | -4.5% | -8.7% | +4.2% | -4.6% |
| 1Y | -5.9% | -9.5% | +3.6% | -6.2% |
| All | -5.9% | -9.9% | +4.0% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling