-2.9%
TSLA vs SSNC
-5.1%
+2.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +8.9% | +2.3% | +6.6% | +8.9% |
| 30D | +6.3% | -3.1% | +9.4% | +6.2% |
| 3M | +14.8% | -2.7% | +17.5% | +14.7% |
| 6M | -12.4% | +23.7% | -36.0% | -11.5% |
| YTD | -13.2% | -8.0% | -5.2% | -6.3% |
| 1Y | -2.9% | -4.7% | +1.8% | +3.9% |
| All | -2.9% | -5.1% | +2.1% | +3.9% |
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