-25.4%
TMUS vs SSNC
-9.3%
-16.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | -5.3% | -3.9% | -1.4% | -4.7% |
| 30D | +0.1% | -0.2% | +0.3% | +0.1% |
| 3M | -0.6% | +15.9% | -16.5% | -3.0% |
| 6M | -17.5% | +7.5% | -25.0% | -20.1% |
| YTD | -11.3% | -8.2% | -3.0% | -12.4% |
| 1Y | -25.4% | -9.3% | -16.1% | -25.4% |
| All | -25.4% | -9.3% | -16.1% | -25.4% |
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 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