-55.4%
TSLL vs SSNC
+46.9%
-102.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -10.7% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | +17.8% | +6.0% | +11.7% | +11.6% |
| 3M | -37.0% | +21.0% | -58.0% | -49.7% |
| 6M | -37.7% | +12.1% | -49.8% | -46.4% |
| YTD | -51.4% | -3.2% | -48.1% | -50.1% |
| 1Y | -23.4% | -4.4% | -19.0% | -20.9% |
| 3Y | -30.8% | +51.6% | -82.4% | -59.2% |
| All | -55.4% | +46.9% | -102.3% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling