-44.0%
TSLL vs SSNC
-4.9%
-39.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.8% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | +2.7% | -1.9% | +4.6% | +2.6% |
| 3M | +26.3% | -0.2% | +26.4% | +26.3% |
| 6M | -37.2% | +19.4% | -56.6% | -35.5% |
| YTD | -44.2% | -8.1% | -36.1% | -34.3% |
| 1Y | -44.0% | -5.3% | -38.7% | -36.0% |
| All | -44.0% | -4.9% | -39.1% | -36.0% |
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