+6,013.7%
TSM vs SSNC
+1,023.6%
+4,990.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +6.2% | +2.3% | +3.9% | +5.4% |
| 30D | -7.3% | -3.1% | -4.2% | -6.5% |
| 3M | -7.1% | -2.7% | -4.4% | -6.7% |
| 6M | +0.2% | +23.7% | -23.4% | -9.1% |
| YTD | +32.2% | -8.0% | +40.3% | +33.4% |
| 1Y | +42.8% | -4.7% | +47.5% | +41.9% |
| 3Y | +330.4% | +58.0% | +272.4% | +246.7% |
| 5Y | +263.9% | +8.0% | +255.9% | +237.1% |
| 10Y | +1,580.2% | +183.8% | +1,396.4% | +995.7% |
| All | +6,013.7% | +1,023.6% | +4,990.2% | +2,456.7% |
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