+1,527.2%
TMUS vs SSNC
+1,082.2%
+445.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.0% |
| 7D | +0.1% | +0.6% | -0.6% | -0.2% |
| 30D | +5.3% | +6.0% | -0.8% | +3.0% |
| 3M | +3.1% | +21.0% | -17.8% | -4.0% |
| 6M | -16.5% | +12.1% | -28.5% | -20.3% |
| YTD | -9.2% | -3.2% | -5.9% | -9.1% |
| 1Y | -26.5% | -4.4% | -22.1% | -26.3% |
| 3Y | +39.0% | +51.6% | -12.6% | +15.6% |
| 5Y | +40.4% | +21.1% | +19.3% | +24.9% |
| 10Y | +303.7% | +177.7% | +126.0% | +143.0% |
| All | +1,527.2% | +1,082.2% | +445.0% | +349.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling