-51.7%
TSLL vs SSNC
+38.4%
-90.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | -0.2% |
| 7D | -11.0% | -2.5% | -8.5% | -8.4% |
| 30D | -5.3% | -2.7% | -2.6% | -3.6% |
| 3M | +20.8% | -0.8% | +21.6% | +20.4% |
| 6M | -36.0% | +15.5% | -51.5% | -48.3% |
| YTD | -47.3% | -8.8% | -38.5% | -43.5% |
| 1Y | -48.4% | -5.8% | -42.6% | -47.3% |
| 3Y | -5.4% | +55.7% | -61.1% | -47.8% |
| All | -51.7% | +38.4% | -90.1% | -66.6% |
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