-37.7%
TSLL vs SSNC
+12.6%
-50.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -12.1% |
| 7D | +1.9% | +0.6% | +1.3% | +2.0% |
| 30D | +17.8% | +6.0% | +11.7% | +20.0% |
| 3M | -37.0% | +21.0% | -58.0% | -29.3% |
| 6M | -37.7% | +12.1% | -49.8% | -24.9% |
| All | -37.7% | +12.6% | -50.3% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling