+317.8%
TMUS vs SSNC
+162.7%
+155.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -5.3% | -3.9% | -1.4% | -4.0% |
| 30D | +0.1% | -0.2% | +0.3% | +0.1% |
| 3M | -0.6% | +15.9% | -16.5% | -5.6% |
| 6M | -17.5% | +7.5% | -25.0% | -19.9% |
| YTD | -11.3% | -8.2% | -3.0% | -9.5% |
| 1Y | -25.4% | -9.3% | -16.1% | -23.7% |
| 3Y | +35.5% | +48.5% | -12.9% | +14.8% |
| 5Y | +41.9% | +16.0% | +25.9% | +29.4% |
| 10Y | +317.8% | +169.2% | +148.7% | +182.9% |
| All | +317.8% | +162.7% | +155.1% | +182.9% |
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