+220.4%
TSEM vs SSNC
-8.1%
+228.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +2.5% |
| 7D | -4.9% | -4.0% | -0.8% | -6.8% |
| 30D | -18.7% | +0.5% | -19.3% | -18.4% |
| 3M | -18.1% | +18.9% | -37.1% | -8.8% |
| 6M | +77.1% | +10.8% | +66.3% | +101.0% |
| YTD | +80.1% | -7.1% | +87.3% | +111.3% |
| 1Y | +220.4% | -9.6% | +230.0% | +286.3% |
| All | +220.4% | -8.1% | +228.5% | +286.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling