+1,336.2%
TSCO vs SSNC
+1,015.4%
+320.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -3.1% | -6.7% | +3.6% | -0.9% |
| 30D | -4.4% | -0.8% | -3.6% | -4.2% |
| 3M | +9.7% | +16.1% | -6.4% | +4.0% |
| 6M | -32.4% | +7.9% | -40.4% | -34.5% |
| YTD | -31.7% | -8.7% | -23.0% | -30.2% |
| 1Y | -41.3% | -9.5% | -31.8% | -40.0% |
| 3Y | -18.3% | +47.7% | -66.0% | -29.6% |
| 5Y | -10.3% | +17.6% | -27.9% | -17.8% |
| 10Y | +188.5% | +167.7% | +20.7% | +91.8% |
| All | +1,336.2% | +1,015.4% | +320.8% | +504.1% |
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