+6,458.9%
TSM vs SSNC
+1,082.2%
+5,376.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.3% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +3.6% | +6.0% | -2.4% | +1.3% |
| 3M | -3.4% | +21.0% | -24.3% | -11.0% |
| 6M | +20.6% | +12.1% | +8.5% | +13.9% |
| YTD | +41.9% | -3.2% | +45.1% | +41.2% |
| 1Y | +84.4% | -4.4% | +88.7% | +83.8% |
| 3Y | +380.2% | +51.6% | +328.6% | +295.7% |
| 5Y | +275.3% | +21.1% | +254.2% | +234.9% |
| 10Y | +1,751.4% | +177.7% | +1,573.7% | +1,117.0% |
| All | +6,458.9% | +1,082.2% | +5,376.7% | +2,605.7% |
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