-21.2%
TMUS vs SSNC
-3.9%
-17.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.5% |
| 7D | +7.5% | -1.1% | +8.6% | +7.8% |
| 30D | -3.3% | +0.6% | -3.9% | -2.7% |
| 3M | -9.7% | -1.5% | -8.2% | -8.8% |
| 6M | -17.2% | +15.8% | -33.0% | -18.8% |
| YTD | -20.3% | -8.0% | -12.4% | -22.2% |
| 1Y | -21.2% | -5.8% | -15.4% | -22.6% |
| All | -21.2% | -3.9% | -17.3% | -22.6% |
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 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