+482.9%
TSEM vs SSNC
+1,023.6%
-540.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -7.0% |
| 7D | +7.0% | +2.3% | +4.7% | +6.0% |
| 30D | -29.8% | -3.1% | -26.7% | -29.2% |
| 3M | -41.9% | -2.7% | -39.2% | -41.8% |
| 6M | -45.8% | +23.7% | -69.4% | -52.0% |
| YTD | +25.1% | -8.0% | +33.1% | +24.8% |
| 1Y | +48.2% | -4.7% | +52.9% | +45.5% |
| 3Y | +476.5% | +58.0% | +418.5% | +350.7% |
| 5Y | +301.4% | +8.0% | +293.5% | +264.6% |
| 10Y | +812.9% | +183.8% | +629.1% | +432.1% |
| All | +482.9% | +1,023.6% | -540.7% | +100.4% |
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