-97.2%
TSLQ vs SSNC
+48.6%
-145.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.8% | -4.1% | -11.1% |
| 7D | -8.6% | -1.8% | -6.8% | -9.8% |
| 30D | -24.9% | +1.9% | -26.8% | -23.3% |
| 3M | -1.5% | +18.4% | -19.9% | +12.0% |
| 6M | -18.1% | +7.0% | -25.0% | -16.7% |
| YTD | -0.1% | -6.9% | +6.8% | -12.2% |
| 1Y | -51.4% | -8.2% | -43.2% | -58.0% |
| 3Y | -95.9% | +50.5% | -146.4% | -93.3% |
| All | -97.2% | +48.6% | -145.8% | -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 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