-97.1%
TSLQ vs SSNC
+45.8%
-142.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +1.9% |
| 7D | +5.7% | -6.7% | +12.4% | -0.3% |
| 30D | -21.1% | -0.8% | -20.3% | -21.2% |
| 3M | -11.5% | +16.1% | -27.6% | -0.9% |
| 6M | -14.9% | +7.9% | -22.9% | -12.3% |
| YTD | +2.4% | -8.7% | +11.1% | -11.4% |
| 1Y | -49.8% | -9.5% | -40.3% | -57.1% |
| 3Y | -95.8% | +47.7% | -143.5% | -93.3% |
| All | -97.1% | +45.8% | -142.9% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling