-52.1%
TSLL vs SSNC
+36.7%
-88.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.2% | +10.7% | +10.7% |
| 7D | -14.3% | -4.5% | -9.8% | -10.1% |
| 30D | -6.2% | -3.9% | -2.3% | -3.4% |
| 3M | +21.2% | -1.3% | +22.5% | +21.4% |
| 6M | -36.6% | +14.1% | -50.7% | -48.2% |
| YTD | -47.8% | -9.9% | -37.9% | -43.4% |
| 1Y | -45.2% | -6.2% | -39.0% | -43.9% |
| 3Y | -3.3% | +56.1% | -59.3% | -46.9% |
| All | -52.1% | +36.7% | -88.9% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling