+668.0%
TSEM vs SSNC
+47.5%
+620.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | +4.7% | -3.9% | +8.6% | +5.3% |
| 30D | -14.2% | -0.2% | -14.1% | -14.3% |
| 3M | -5.0% | +15.9% | -21.0% | -8.1% |
| 6M | +87.6% | +7.5% | +80.1% | +87.7% |
| YTD | +84.4% | -8.2% | +92.7% | +101.3% |
| 1Y | +235.4% | -9.3% | +244.7% | +268.4% |
| All | +668.0% | +47.5% | +620.5% | +515.8% |
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 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