+782.3%
TSEM vs SSNC
+1,082.2%
-299.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.0% | +8.3% |
| 7D | +6.9% | +0.6% | +6.2% | +6.6% |
| 30D | +5.3% | +6.0% | -0.7% | +2.6% |
| 3M | -14.9% | +21.0% | -35.9% | -23.0% |
| 6M | +80.0% | +12.1% | +67.9% | +66.8% |
| YTD | +89.4% | -3.2% | +92.6% | +86.4% |
| 1Y | +253.1% | -4.4% | +257.4% | +248.8% |
| 3Y | +642.1% | +51.6% | +590.5% | +495.6% |
| 5Y | +659.1% | +21.1% | +638.0% | +560.0% |
| 10Y | +1,291.4% | +177.7% | +1,113.7% | +722.3% |
| All | +782.3% | +1,082.2% | -299.9% | +199.3% |
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 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