+1,352.3%
TMUS vs SSNC
+998.3%
+354.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +3.6% | -3.3% | +6.9% | +4.9% |
| 30D | -3.4% | -1.3% | -2.1% | -2.9% |
| 3M | -9.5% | -2.3% | -7.1% | -8.7% |
| 6M | -15.2% | +12.6% | -27.8% | -19.0% |
| YTD | -18.9% | -10.1% | -8.8% | -16.6% |
| 1Y | -17.7% | -6.6% | -11.1% | -16.7% |
| 3Y | +15.6% | +54.0% | -38.3% | -4.4% |
| 5Y | +38.9% | +7.0% | +31.9% | +29.7% |
| 10Y | +245.3% | +176.7% | +68.6% | +107.7% |
| All | +1,352.3% | +998.3% | +354.1% | +312.5% |
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