+240.8%
TMUS vs SSNC
+174.0%
+66.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +9.5% | -2.5% | +12.0% | +10.4% |
| 30D | +13.8% | -2.7% | +16.5% | +15.0% |
| 3M | -4.6% | -0.8% | -3.7% | -4.3% |
| 6M | -11.7% | +15.5% | -27.2% | -16.0% |
| YTD | -15.4% | -8.8% | -6.6% | -13.5% |
| 1Y | -16.1% | -5.8% | -10.3% | -15.3% |
| 3Y | +20.5% | +55.7% | -35.2% | +0.6% |
| 5Y | +48.7% | +6.7% | +42.1% | +40.3% |
| 10Y | +240.8% | +184.0% | +56.8% | +141.4% |
| All | +240.8% | +174.0% | +66.8% | +141.4% |
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 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