-45.8%
TSEM vs SSNC
+20.9%
-66.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -6.8% |
| 7D | +7.0% | +2.3% | +4.7% | +9.4% |
| 30D | -29.8% | -3.1% | -26.7% | -31.1% |
| 3M | -41.9% | -2.7% | -39.2% | -42.5% |
| 6M | -45.8% | +23.7% | -69.4% | -19.3% |
| All | -45.8% | +20.9% | -66.6% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling