+1,282.5%
TSEM vs SSNC
+173.6%
+1,108.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +0.9% |
| 7D | -4.9% | -4.0% | -0.8% | -3.2% |
| 30D | -18.7% | +0.5% | -19.3% | -19.1% |
| 3M | -18.1% | +18.9% | -37.1% | -25.6% |
| 6M | +77.1% | +10.8% | +66.3% | +64.6% |
| YTD | +80.1% | -7.1% | +87.3% | +81.5% |
| 1Y | +220.4% | -9.6% | +230.0% | +226.8% |
| 3Y | +650.1% | +51.1% | +599.0% | +491.4% |
| 5Y | +628.9% | +19.7% | +609.2% | +532.4% |
| All | +1,282.5% | +173.6% | +1,108.9% | +675.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling