+43.0%
TMUS vs SSNC
+18.8%
+24.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +1.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.2% |
| 30D | +3.1% | +1.9% | +1.2% | +2.5% |
| 3M | +2.4% | +18.4% | -16.0% | -2.4% |
| 6M | -17.1% | +7.0% | -24.0% | -19.0% |
| YTD | -9.1% | -6.9% | -2.1% | -7.7% |
| 1Y | -23.6% | -8.2% | -15.5% | -22.3% |
| 3Y | +38.8% | +50.5% | -11.7% | +20.7% |
| 5Y | +43.0% | +17.4% | +25.6% | +33.0% |
| All | +43.0% | +18.8% | +24.2% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling