+237.8%
TMUS vs SSNC
+184.6%
+53.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +4.9% | +2.3% | +2.6% | +4.1% |
| 30D | +7.7% | -3.1% | +10.8% | +9.0% |
| 3M | -6.8% | -2.7% | -4.0% | -5.9% |
| 6M | -9.7% | +23.7% | -33.4% | -16.1% |
| YTD | -15.0% | -8.0% | -6.9% | -13.3% |
| 1Y | -19.1% | -4.7% | -14.4% | -18.7% |
| 3Y | +21.4% | +58.0% | -36.6% | +0.8% |
| 5Y | +51.2% | +8.0% | +43.2% | +42.0% |
| All | +237.8% | +184.6% | +53.1% | +139.4% |
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