-34.9%
TLT vs SSNC
+15.9%
-50.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -0.3% | -3.9% | +3.6% | 0.0% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | -2.9% | +15.9% | -18.8% | -3.8% |
| 6M | -6.3% | +7.5% | -13.7% | -6.8% |
| YTD | -3.3% | -8.2% | +4.9% | -2.9% |
| 1Y | -4.2% | -9.3% | +5.1% | -3.7% |
| 3Y | -1.7% | +48.5% | -50.1% | -5.0% |
| 5Y | -34.9% | +16.0% | -50.9% | -38.4% |
| All | -34.9% | +15.9% | -50.8% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling