-60.3%
TSLL vs SSNC
+37.5%
-97.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.6% | -20.3% | -20.4% |
| 7D | -28.9% | -2.8% | -26.0% | -26.5% |
| 30D | -21.4% | +0.4% | -21.8% | -22.6% |
| 3M | +5.0% | -0.7% | +5.7% | +4.5% |
| 6M | -36.6% | +13.9% | -50.5% | -48.0% |
| YTD | -56.6% | -9.4% | -47.2% | -53.3% |
| 1Y | -60.9% | -7.4% | -53.5% | -59.1% |
| 3Y | -25.2% | +55.7% | -80.9% | -58.7% |
| All | -60.3% | +37.5% | -97.8% | -72.3% |
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