-19.7%
TSCO vs SSNC
+49.3%
-68.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.2% |
| 7D | -5.7% | -4.0% | -1.6% | -4.3% |
| 30D | -8.8% | +0.5% | -9.3% | -9.0% |
| 3M | +6.3% | +18.9% | -12.6% | -0.7% |
| 6M | -32.3% | +10.8% | -43.1% | -35.1% |
| YTD | -32.7% | -7.1% | -25.6% | -30.8% |
| 1Y | -43.7% | -9.6% | -34.1% | -41.3% |
| 3Y | -19.7% | +51.1% | -70.7% | -41.3% |
| All | -19.7% | +49.3% | -68.9% | -41.3% |
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