-54.3%
TSLL vs SSNC
-7.9%
-46.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +8.6% |
| 7D | -21.2% | -3.3% | -17.9% | -21.2% |
| 30D | -13.3% | -1.3% | -12.0% | -13.3% |
| 3M | +15.4% | -2.3% | +17.7% | +15.5% |
| 6M | -34.2% | +12.6% | -46.9% | -31.7% |
| YTD | -52.9% | -10.1% | -42.8% | -44.1% |
| 1Y | -54.3% | -6.6% | -47.8% | -48.1% |
| All | -54.3% | -7.9% | -46.4% | -48.1% |
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