+39.1%
TMUS vs SSNC
+56.7%
-17.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | +0.1% | +0.6% | -0.6% | -0.1% |
| 30D | +5.3% | +6.0% | -0.8% | +3.6% |
| 3M | +3.1% | +21.0% | -17.8% | -2.1% |
| 6M | -16.5% | +12.1% | -28.5% | -19.4% |
| YTD | -9.2% | -3.2% | -5.9% | -8.6% |
| 1Y | -26.5% | -4.4% | -22.1% | -25.8% |
| All | +39.1% | +56.7% | -17.6% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling