+285.0%
TSM vs SSNC
+15.9%
+269.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +4.8% | -3.9% | +8.7% | +6.3% |
| 30D | +4.0% | -0.2% | +4.2% | +3.9% |
| 3M | +2.0% | +15.9% | -13.9% | -5.3% |
| 6M | +25.5% | +7.5% | +18.0% | +20.5% |
| YTD | +44.0% | -8.2% | +52.2% | +49.3% |
| 1Y | +75.4% | -9.3% | +84.8% | +82.4% |
| 3Y | +406.7% | +48.5% | +358.3% | +282.4% |
| 5Y | +285.0% | +16.0% | +269.0% | +242.3% |
| All | +285.0% | +15.9% | +269.1% | +242.3% |
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 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