+411.0%
TSM vs SSNC
+51.8%
+359.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +3.0% |
| 7D | +6.0% | -1.8% | +7.8% | +6.3% |
| 30D | +4.5% | +1.9% | +2.6% | +4.0% |
| 3M | +3.1% | +18.4% | -15.3% | -0.7% |
| 6M | +30.2% | +7.0% | +23.2% | +29.6% |
| YTD | +45.2% | -6.9% | +52.1% | +52.0% |
| 1Y | +79.6% | -8.2% | +87.7% | +88.9% |
| 3Y | +411.0% | +50.5% | +360.5% | +333.9% |
| All | +411.0% | +51.8% | +359.2% | +333.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling