-43.6%
TSLQ vs SSNC
-8.1%
-35.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -6.6% | -4.0% | -2.6% | -6.4% |
| 30D | -24.3% | +0.5% | -24.8% | -24.4% |
| 3M | -3.6% | +18.9% | -22.5% | -6.9% |
| 6M | -12.0% | +10.8% | -22.8% | -16.7% |
| YTD | +1.4% | -7.1% | +8.5% | -7.4% |
| 1Y | -43.6% | -9.6% | -33.9% | -50.2% |
| All | -43.6% | -8.1% | -35.4% | -50.2% |
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