+6,237.9%
TSM vs SSNC
+1,022.7%
+5,215.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | +4.4% | -0.2% | +4.6% | +4.6% |
| 30D | -7.0% | -1.9% | -5.1% | -6.6% |
| 3M | -1.8% | -0.2% | -1.6% | -2.3% |
| 6M | +2.7% | +19.4% | -16.7% | -5.7% |
| YTD | +37.1% | -8.1% | +45.2% | +38.4% |
| 1Y | +43.5% | -5.3% | +48.7% | +43.0% |
| 3Y | +341.5% | +56.9% | +284.6% | +256.6% |
| 5Y | +278.9% | +8.0% | +270.8% | +250.9% |
| 10Y | +1,641.8% | +183.6% | +1,458.2% | +1,036.2% |
| All | +6,237.9% | +1,022.7% | +5,215.2% | +2,551.2% |
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